+533.1%
EL vs HALO
+2,448.5%
-1,915.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | +1.7% | +0.5% | +1.1% | +1.6% |
| 30D | +15.5% | +5.0% | +10.5% | +14.8% |
| 3M | +20.6% | +53.1% | -32.6% | +14.2% |
| 6M | +10.5% | +60.8% | -50.3% | +4.0% |
| YTD | -1.9% | +60.9% | -62.8% | -7.8% |
| 1Y | +16.1% | +42.8% | -26.7% | +10.5% |
| 3Y | -30.2% | +181.3% | -211.5% | -39.9% |
| 5Y | -67.4% | +157.6% | -225.0% | -71.9% |
| 10Y | +31.2% | +910.4% | -879.1% | -6.5% |
| All | +533.1% | +2,448.5% | -1,915.3% | +215.9% |
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