+1,016.4%
ELV vs HALO
+2,426.8%
-1,410.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -2.2% | -2.1% | -0.1% | -2.0% |
| 30D | -0.2% | +4.6% | -4.8% | -0.7% |
| 3M | -6.1% | +50.2% | -56.3% | -10.7% |
| 6M | +42.8% | +57.6% | -14.8% | +35.0% |
| YTD | +14.4% | +59.6% | -45.2% | +7.8% |
| 1Y | +28.6% | +41.2% | -12.6% | +22.8% |
| 3Y | -7.4% | +178.9% | -186.3% | -19.2% |
| 5Y | +14.5% | +160.1% | -145.6% | -0.8% |
| 10Y | +257.4% | +967.5% | -710.1% | +158.1% |
| All | +1,016.4% | +2,426.8% | -1,410.5% | +539.2% |
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