+6.3%
EMB vs HALO
+157.2%
-150.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.1% | -3.4% | +2.3% | -0.9% |
| 30D | -1.1% | +4.3% | -5.3% | -1.3% |
| 3M | -0.8% | +51.8% | -52.5% | -3.4% |
| 6M | -0.1% | +57.8% | -57.8% | -3.0% |
| YTD | +0.4% | +59.0% | -58.5% | -2.6% |
| 1Y | +3.3% | +41.2% | -37.9% | +0.8% |
| 3Y | +29.0% | +177.8% | -148.8% | +18.0% |
| 5Y | +6.3% | +159.5% | -153.1% | -2.4% |
| All | +6.3% | +157.2% | -150.9% | -2.4% |
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