+20.1%
EIX vs HALO
+158.6%
-138.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.4% | -2.7% | +1.4% | -1.1% |
| 30D | -19.3% | +5.3% | -24.6% | -19.8% |
| 3M | -21.7% | +51.6% | -73.2% | -25.0% |
| 6M | -19.8% | +61.3% | -81.1% | -23.8% |
| YTD | -3.0% | +59.3% | -62.3% | -7.9% |
| 1Y | +5.1% | +38.3% | -33.2% | +1.1% |
| 3Y | -7.0% | +185.9% | -192.8% | -18.2% |
| All | +20.1% | +158.6% | -138.5% | +2.4% |
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 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