+253.5%
EME vs HALO
+178.1%
+75.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +3.5% | -2.7% | +6.2% | +3.8% |
| 30D | -6.3% | +5.3% | -11.6% | -6.9% |
| 3M | -3.8% | +51.6% | -55.3% | -8.6% |
| 6M | +8.5% | +61.3% | -52.7% | +2.1% |
| YTD | +27.8% | +59.3% | -31.5% | +20.7% |
| 1Y | +22.2% | +38.3% | -16.0% | +16.8% |
| 3Y | +253.5% | +185.9% | +67.6% | +197.8% |
| All | +253.5% | +178.1% | +75.4% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling