+1,344.7%
EME vs HALO
+979.6%
+365.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +3.5% | -2.7% | +6.2% | +4.1% |
| 30D | -6.3% | +5.3% | -11.6% | -7.4% |
| 3M | -3.8% | +51.6% | -55.3% | -12.0% |
| 6M | +8.5% | +61.3% | -52.7% | -2.2% |
| YTD | +27.8% | +59.3% | -31.5% | +15.4% |
| 1Y | +22.2% | +38.3% | -16.0% | +13.3% |
| 3Y | +253.5% | +185.9% | +67.6% | +168.8% |
| 5Y | +578.6% | +159.9% | +418.7% | +412.8% |
| All | +1,344.7% | +979.6% | +365.1% | +692.6% |
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