-6.7%
EFX vs HALO
+92.7%
-99.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | +9.2% | +0.2% | +9.0% | +9.1% |
| 30D | +34.8% | +20.3% | +14.4% | +30.9% |
| 3M | +8.8% | +56.6% | -47.8% | +1.5% |
| 6M | +12.3% | +101.9% | -89.6% | +2.6% |
| YTD | -10.6% | +93.7% | -104.3% | -17.6% |
| 1Y | -6.7% | +91.5% | -98.3% | -13.9% |
| All | -6.7% | +92.7% | -99.4% | -13.9% |
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