+104.5%
ED vs HALO
+979.6%
-875.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | -0.4% | +5.3% | -5.7% | -0.6% |
| 3M | +0.5% | +51.6% | -51.1% | -0.8% |
| 6M | -3.1% | +61.3% | -64.4% | -4.6% |
| YTD | +9.8% | +59.3% | -49.5% | +8.2% |
| 1Y | +12.6% | +38.3% | -25.7% | +11.3% |
| 3Y | +31.4% | +185.9% | -154.5% | +27.0% |
| 5Y | +69.4% | +159.9% | -90.5% | +63.7% |
| All | +104.5% | +979.6% | -875.1% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling