+477.3%
EIX vs HALO
+2,259.3%
-1,782.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.4% | -3.2% | +4.6% | +1.6% |
| 30D | +8.5% | -14.2% | +22.7% | +9.7% |
| 3M | -13.5% | -0.4% | -13.1% | -13.6% |
| 6M | -12.4% | +43.2% | -55.5% | -14.9% |
| YTD | +5.9% | +49.0% | -43.1% | +2.4% |
| 1Y | +7.6% | +40.8% | -33.3% | +4.4% |
| 3Y | +12.8% | +167.4% | -154.6% | +3.4% |
| 5Y | +19.2% | +157.4% | -138.1% | +8.6% |
| 10Y | +34.9% | +697.1% | -662.2% | +11.0% |
| All | +477.3% | +2,259.3% | -1,782.0% | +275.7% |
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