+63.6%
EMR vs HALO
+157.2%
-93.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -1.2% | -3.4% | +2.2% | -0.8% |
| 30D | -9.4% | +4.3% | -13.7% | -10.0% |
| 3M | +8.6% | +51.8% | -43.2% | +2.1% |
| 6M | +6.7% | +57.8% | -51.1% | -0.4% |
| YTD | +13.1% | +59.0% | -45.9% | +5.4% |
| 1Y | +12.7% | +41.2% | -28.4% | +6.6% |
| 3Y | +58.1% | +177.8% | -119.8% | +32.4% |
| 5Y | +63.6% | +159.5% | -95.8% | +34.9% |
| All | +63.6% | +157.2% | -93.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling