+1,190.1%
ENTG vs HALO
+2,448.5%
-1,258.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | +8.9% | +0.5% | +8.4% | +8.8% |
| 30D | -7.2% | +5.0% | -12.3% | -8.5% |
| 3M | +6.4% | +53.1% | -46.7% | -4.8% |
| 6M | +25.7% | +60.8% | -35.1% | +10.9% |
| YTD | +67.9% | +60.9% | +6.9% | +47.8% |
| 1Y | +72.4% | +42.8% | +29.6% | +55.7% |
| 3Y | +48.4% | +181.3% | -132.8% | +8.8% |
| 5Y | +20.1% | +157.6% | -137.5% | -11.8% |
| 10Y | +768.1% | +910.4% | -142.2% | +331.7% |
| All | +1,190.1% | +2,448.5% | -1,258.4% | +297.0% |
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