+118.9%
EOG vs HALO
+979.6%
-860.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.5% | -2.7% | +4.2% | +1.9% |
| 30D | +2.9% | +5.3% | -2.4% | +2.2% |
| 3M | +8.7% | +51.6% | -42.8% | +2.0% |
| 6M | +12.9% | +61.3% | -48.3% | +4.6% |
| YTD | +43.8% | +59.3% | -15.5% | +33.1% |
| 1Y | +27.1% | +38.3% | -11.2% | +20.0% |
| 3Y | +25.9% | +185.9% | -160.0% | +1.2% |
| 5Y | +177.9% | +159.9% | +18.0% | +121.6% |
| All | +118.9% | +979.6% | -860.7% | +41.4% |
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