+45.0%
EEM vs HALO
+158.6%
-113.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | -2.7% | +1.5% | -1.0% |
| 30D | +2.1% | +5.3% | -3.2% | +1.5% |
| 3M | +1.0% | +51.6% | -50.5% | -3.7% |
| 6M | +15.9% | +61.3% | -45.3% | +9.6% |
| YTD | +24.6% | +59.3% | -34.6% | +17.9% |
| 1Y | +32.3% | +38.3% | -6.0% | +26.8% |
| 3Y | +85.9% | +185.9% | -100.0% | +59.0% |
| All | +45.0% | +158.6% | -113.6% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling