+35.1%
ELV vs HALO
+47.3%
-12.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | +3.3% | +4.6% | -1.3% | +3.0% |
| 30D | +4.2% | +31.8% | -27.7% | +1.6% |
| 3M | -0.1% | +53.9% | -54.0% | -4.7% |
| 6M | +41.3% | +57.4% | -16.1% | +33.5% |
| YTD | +17.4% | +63.7% | -46.3% | +9.4% |
| 1Y | +35.1% | +50.1% | -15.1% | +28.6% |
| All | +35.1% | +47.3% | -12.2% | +28.6% |
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