-2.1%
EME vs HALO
+92.7%
-94.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -11.0% | -9.8% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -17.9% | +20.3% | -38.3% | -19.9% |
| 3M | -22.0% | +56.6% | -78.6% | -27.4% |
| 6M | -29.7% | +101.9% | -131.6% | -39.3% |
| YTD | +4.7% | +93.7% | -89.0% | -7.2% |
| 1Y | -2.1% | +91.5% | -93.7% | -12.2% |
| All | -2.1% | +92.7% | -94.8% | -12.2% |
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 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