+301.7%
ELF vs HALO
+689.5%
-387.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +1.6% | -3.2% | +4.8% | +2.3% |
| 30D | +9.1% | -14.2% | +23.3% | +12.1% |
| 3M | +28.2% | -0.4% | +28.6% | +27.4% |
| 6M | +119.5% | +43.2% | +76.4% | +101.0% |
| YTD | +55.2% | +49.0% | +6.2% | +40.3% |
| 1Y | +58.6% | +40.8% | +17.7% | +45.0% |
| 3Y | +21.3% | +167.4% | -146.1% | -7.9% |
| 5Y | +276.2% | +157.4% | +118.8% | +181.3% |
| All | +301.7% | +689.5% | -387.8% | +147.7% |
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