-4.6%
EIX vs HALO
+178.6%
-183.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -3.1% |
| 7D | +4.1% | -2.1% | +6.1% | +4.3% |
| 30D | -15.3% | +4.6% | -20.0% | -15.8% |
| 3M | -18.4% | +50.2% | -68.7% | -22.1% |
| 6M | -16.8% | +57.6% | -74.4% | -21.0% |
| YTD | -0.6% | +59.6% | -60.1% | -5.8% |
| 1Y | +10.7% | +41.2% | -30.5% | +5.9% |
| All | -4.6% | +178.6% | -183.1% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling