+470.2%
EEM vs HALO
+2,426.8%
-1,956.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +2.0% | -2.1% | +4.1% | +2.3% |
| 30D | +5.1% | +4.6% | +0.4% | +4.3% |
| 3M | +4.6% | +50.2% | -45.7% | -1.9% |
| 6M | +17.8% | +57.6% | -39.8% | +9.5% |
| YTD | +25.8% | +59.6% | -33.7% | +16.6% |
| 1Y | +36.4% | +41.2% | -4.8% | +28.5% |
| 3Y | +90.0% | +178.9% | -88.9% | +57.1% |
| 5Y | +46.6% | +160.1% | -113.5% | +20.1% |
| 10Y | +132.3% | +967.5% | -835.2% | +45.3% |
| All | +470.2% | +2,426.8% | -1,956.6% | +155.4% |
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