+29.6%
EMB vs HALO
+979.6%
-950.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.2% | -2.7% | +1.5% | -1.0% |
| 30D | -1.3% | +5.3% | -6.6% | -1.6% |
| 3M | -1.8% | +51.6% | -53.3% | -4.3% |
| 6M | +0.2% | +61.3% | -61.1% | -2.8% |
| YTD | +0.4% | +59.3% | -58.9% | -2.6% |
| 1Y | +2.8% | +38.3% | -35.4% | +0.5% |
| 3Y | +29.1% | +185.9% | -156.7% | +19.3% |
| 5Y | +6.3% | +159.9% | -153.7% | -1.9% |
| All | +29.6% | +979.6% | -950.0% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling