+277.7%
ELF vs HALO
+756.4%
-478.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.9% |
| 7D | -6.8% | -2.1% | -4.7% | -6.4% |
| 30D | +5.1% | +4.6% | +0.4% | +4.1% |
| 3M | +79.8% | +50.2% | +29.5% | +64.9% |
| 6M | +29.7% | +57.6% | -27.9% | +17.6% |
| YTD | +31.6% | +59.6% | -28.0% | +18.6% |
| 1Y | -27.9% | +41.2% | -69.1% | -33.5% |
| 3Y | -26.4% | +178.9% | -205.3% | -43.7% |
| 5Y | +235.6% | +160.1% | +75.5% | +155.4% |
| All | +277.7% | +756.4% | -478.7% | +130.3% |
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 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