+313.8%
ELF vs HALO
+778.7%
-464.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +5.4% | +4.6% | +0.8% | +4.4% |
| 30D | +27.0% | +31.8% | -4.8% | +19.7% |
| 3M | +113.2% | +53.9% | +59.3% | +94.5% |
| 6M | +36.6% | +57.4% | -20.8% | +23.7% |
| YTD | +44.2% | +63.7% | -19.5% | +29.2% |
| 1Y | -18.0% | +50.1% | -68.1% | -25.3% |
| 3Y | -19.9% | +157.3% | -177.3% | -37.6% |
| 5Y | +257.7% | +161.0% | +96.7% | +171.9% |
| All | +313.8% | +778.7% | -464.9% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling