+435.8%
EIX vs HALO
+2,492.7%
-2,056.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -19.1% | +4.6% | -23.7% | -19.4% |
| 30D | -16.9% | +31.8% | -48.7% | -18.7% |
| 3M | -20.0% | +53.9% | -73.9% | -22.6% |
| 6M | -21.3% | +57.4% | -78.7% | -24.0% |
| YTD | -1.7% | +63.7% | -65.4% | -5.5% |
| 1Y | +9.6% | +50.1% | -40.6% | +6.0% |
| 3Y | -3.7% | +157.3% | -161.0% | -11.5% |
| 5Y | +22.6% | +161.0% | -138.4% | +11.6% |
| 10Y | +17.7% | +1,018.7% | -1,001.0% | -5.5% |
| All | +435.8% | +2,492.7% | -2,056.9% | +246.8% |
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