+9,048.3%
EME vs HALO
+2,426.8%
+6,621.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | +2.7% | -2.1% | +4.8% | +3.1% |
| 30D | -6.8% | +4.6% | -11.4% | -7.6% |
| 3M | -8.8% | +50.2% | -59.1% | -15.9% |
| 6M | +5.0% | +57.6% | -52.6% | -4.2% |
| YTD | +23.5% | +59.6% | -36.1% | +12.4% |
| 1Y | +21.3% | +41.2% | -19.9% | +12.7% |
| 3Y | +241.1% | +178.9% | +62.2% | +169.5% |
| 5Y | +549.2% | +160.1% | +389.1% | +408.7% |
| 10Y | +1,306.4% | +967.5% | +338.9% | +701.1% |
| All | +9,048.3% | +2,426.8% | +6,621.5% | +3,366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling