+535.3%
ED vs HALO
+2,448.5%
-1,913.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | +1.1% | +5.0% | -3.9% | +0.9% |
| 3M | +4.6% | +53.1% | -48.5% | +2.9% |
| 6M | -2.0% | +60.8% | -62.7% | -3.8% |
| YTD | +11.7% | +60.9% | -49.2% | +9.6% |
| 1Y | +15.7% | +42.8% | -27.1% | +14.0% |
| 3Y | +34.4% | +181.3% | -146.9% | +28.3% |
| 5Y | +67.3% | +157.6% | -90.3% | +59.6% |
| 10Y | +104.0% | +910.4% | -806.3% | +82.4% |
| All | +535.3% | +2,448.5% | -1,913.1% | +408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling