+810.2%
EMR vs HALO
+2,448.5%
-1,638.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +3.1% | +0.5% | +2.5% | +3.0% |
| 30D | -3.5% | +5.0% | -8.6% | -4.2% |
| 3M | +9.8% | +53.1% | -43.4% | +3.2% |
| 6M | +10.8% | +60.8% | -50.0% | +3.3% |
| YTD | +15.9% | +60.9% | -45.0% | +8.0% |
| 1Y | +16.4% | +42.8% | -26.4% | +10.1% |
| 3Y | +62.1% | +181.3% | -119.2% | +36.1% |
| 5Y | +62.9% | +157.6% | -94.7% | +36.4% |
| 10Y | +267.8% | +910.4% | -642.6% | +146.0% |
| All | +810.2% | +2,448.5% | -1,638.2% | +354.7% |
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