+245.2%
ELF vs HALO
+149.7%
+95.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +5.9% | +5.0% | +0.9% | +4.8% |
| 3M | +99.5% | +53.1% | +46.4% | +81.4% |
| 6M | +26.5% | +60.8% | -34.2% | +13.6% |
| YTD | +37.2% | +60.9% | -23.8% | +22.7% |
| 1Y | -24.4% | +42.8% | -67.2% | -30.8% |
| 3Y | -23.3% | +181.3% | -204.6% | -43.9% |
| 5Y | +245.2% | +157.6% | +87.6% | +138.0% |
| All | +245.2% | +149.7% | +95.5% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling