-35.8%
EFX vs HALO
+158.6%
-194.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.5% | -2.7% | -1.8% | -4.0% |
| 30D | -6.1% | +5.3% | -11.4% | -7.2% |
| 3M | +6.2% | +51.6% | -45.4% | -3.4% |
| 6M | -11.2% | +61.3% | -72.5% | -20.6% |
| YTD | -21.4% | +59.3% | -80.7% | -29.8% |
| 1Y | -34.3% | +38.3% | -72.6% | -39.5% |
| 3Y | -12.5% | +185.9% | -198.4% | -35.5% |
| All | -35.8% | +158.6% | -194.4% | -54.3% |
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