+24.6%
ELF vs HALO
+178.8%
-154.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.3% | -19.9% | +26.2% | +10.0% |
| 30D | +8.5% | -6.7% | +15.2% | +9.1% |
| 3M | +24.4% | +0.4% | +24.1% | +23.4% |
| 6M | +94.7% | +60.6% | +34.1% | +77.8% |
| YTD | +55.9% | +53.0% | +2.8% | +43.2% |
| 1Y | +48.4% | +51.4% | -3.0% | +36.5% |
| 3Y | +24.6% | +176.5% | -151.8% | -8.0% |
| All | +24.6% | +178.8% | -154.1% | -8.0% |
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