+24.4%
EL vs HALO
+979.6%
-955.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -6.5% | -2.7% | -3.8% | -6.0% |
| 30D | +11.1% | +5.3% | +5.8% | +10.2% |
| 3M | +10.7% | +51.6% | -40.8% | +2.7% |
| 6M | +6.9% | +61.3% | -54.4% | -1.9% |
| YTD | -6.3% | +59.3% | -65.6% | -14.1% |
| 1Y | +13.5% | +38.3% | -24.8% | +6.4% |
| 3Y | -33.1% | +185.9% | -218.9% | -46.4% |
| 5Y | -68.8% | +159.9% | -228.7% | -75.0% |
| All | +24.4% | +979.6% | -955.2% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling