-35.6%
ELAN vs HALO
+527.6%
-563.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.4% | -2.7% | -2.7% | -4.7% |
| 30D | +4.7% | +5.3% | -0.6% | +3.1% |
| 3M | -3.7% | +51.6% | -55.2% | -16.1% |
| 6M | -1.2% | +61.3% | -62.4% | -15.7% |
| YTD | +2.4% | +59.3% | -56.9% | -12.7% |
| 1Y | +23.4% | +38.3% | -14.9% | +9.7% |
| 3Y | +96.7% | +185.9% | -89.2% | +34.8% |
| 5Y | -30.6% | +159.9% | -190.5% | -52.7% |
| All | -35.6% | +527.6% | -563.3% | -71.1% |
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 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