-28.8%
ELF vs HALO
+40.2%
-69.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.2% |
| 7D | -10.8% | -3.4% | -7.5% | -10.1% |
| 30D | +0.8% | +4.3% | -3.5% | -0.1% |
| 3M | +64.8% | +51.8% | +13.0% | +51.9% |
| 6M | +19.0% | +57.8% | -38.8% | +8.4% |
| YTD | +25.9% | +59.0% | -33.1% | +15.0% |
| 1Y | -28.8% | +41.2% | -69.9% | -35.4% |
| All | -28.8% | +40.2% | -69.0% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling