+18.0%
EME vs HALO
+47.3%
-29.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.9% | +4.6% | -2.7% | +1.2% |
| 30D | -8.3% | +31.8% | -40.1% | -12.8% |
| 3M | -10.7% | +53.9% | -64.6% | -18.6% |
| 6M | +1.9% | +57.4% | -55.5% | -8.1% |
| YTD | +23.5% | +63.7% | -40.3% | +11.4% |
| 1Y | +18.0% | +50.1% | -32.2% | +8.2% |
| All | +18.0% | +47.3% | -29.3% | +8.2% |
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