-69.0%
EL vs HALO
+157.2%
-226.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | -4.4% | -3.4% | -1.0% | -3.7% |
| 30D | +10.3% | +4.3% | +6.0% | +9.4% |
| 3M | +13.4% | +51.8% | -38.4% | +3.7% |
| 6M | +3.1% | +57.8% | -54.7% | -6.5% |
| YTD | -6.9% | +59.0% | -65.9% | -16.0% |
| 1Y | +11.9% | +41.2% | -29.3% | +3.1% |
| 3Y | -33.8% | +177.8% | -211.7% | -50.3% |
| 5Y | -69.0% | +159.5% | -228.4% | -77.3% |
| All | -69.0% | +157.2% | -226.2% | -77.3% |
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 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