-23.3%
ELF vs HALO
+176.9%
-200.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | +5.9% | +5.0% | +0.9% | +5.0% |
| 3M | +99.5% | +53.1% | +46.4% | +85.7% |
| 6M | +26.5% | +60.8% | -34.2% | +16.7% |
| YTD | +37.2% | +60.9% | -23.8% | +26.3% |
| 1Y | -24.4% | +42.8% | -67.2% | -29.3% |
| 3Y | -23.3% | +181.3% | -204.6% | -40.7% |
| All | -23.3% | +176.9% | -200.3% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling