+88.5%
ENB vs HALO
+979.6%
-891.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.7% | -2.7% | -1.9% | -4.3% |
| 30D | -5.9% | +5.3% | -11.2% | -6.5% |
| 3M | -14.2% | +51.6% | -65.8% | -19.0% |
| 6M | -8.6% | +61.3% | -69.8% | -14.5% |
| YTD | +3.9% | +59.3% | -55.4% | -2.8% |
| 1Y | +1.8% | +38.3% | -36.5% | -3.2% |
| 3Y | +68.5% | +185.9% | -117.4% | +40.5% |
| 5Y | +62.4% | +159.9% | -97.5% | +34.7% |
| All | +88.5% | +979.6% | -891.0% | +28.6% |
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