-0.1%
ECL vs HALO
+40.8%
-40.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | -3.4% | +0.8% | -2.3% |
| 30D | -4.6% | +4.3% | -8.8% | -5.0% |
| 3M | +6.0% | +51.8% | -45.8% | +0.5% |
| 6M | -3.0% | +57.8% | -60.8% | -8.7% |
| YTD | +4.0% | +59.0% | -55.0% | -2.2% |
| All | -0.1% | +40.8% | -40.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling