-14.1%
EIX vs HALO
+61.8%
-75.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +4.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -13.5% | +5.0% | -18.6% | -14.2% |
| 3M | -15.3% | +53.1% | -68.4% | -21.4% |
| All | -14.1% | +61.8% | -75.9% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling