+286.6%
ELF vs HALO
+692.7%
-406.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | +3.4% | -18.1% | +21.5% | +7.3% |
| 30D | +5.0% | -8.2% | +13.1% | +6.2% |
| 3M | +22.6% | -1.1% | +23.7% | +22.1% |
| 6M | +104.0% | +41.9% | +62.0% | +87.1% |
| YTD | +49.3% | +49.6% | -0.3% | +34.9% |
| 1Y | +46.0% | +42.5% | +3.5% | +33.2% |
| 3Y | +19.4% | +170.3% | -150.9% | -9.6% |
| 5Y | +262.0% | +158.4% | +103.6% | +170.5% |
| All | +286.6% | +692.7% | -406.1% | +138.2% |
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