+722.7%
EFX vs HALO
+2,426.8%
-1,704.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.9% |
| 7D | -9.4% | -2.1% | -7.3% | -9.1% |
| 30D | -6.9% | +4.6% | -11.5% | -7.4% |
| 3M | +0.1% | +50.2% | -50.1% | -5.1% |
| 6M | -17.3% | +57.6% | -74.9% | -22.2% |
| YTD | -21.8% | +59.6% | -81.4% | -26.7% |
| 1Y | -32.5% | +41.2% | -73.7% | -35.8% |
| 3Y | -12.3% | +178.9% | -191.2% | -24.7% |
| 5Y | -36.6% | +160.1% | -196.7% | -45.7% |
| 10Y | +41.0% | +967.5% | -926.5% | -1.7% |
| All | +722.7% | +2,426.8% | -1,704.1% | +331.3% |
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 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