+1,835.7%
EOG vs HALO
+2,426.8%
-591.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | +3.4% | +4.6% | -1.3% | +2.7% |
| 3M | +7.8% | +50.2% | -42.4% | +1.6% |
| 6M | +13.4% | +57.6% | -44.2% | +5.7% |
| YTD | +43.5% | +59.6% | -16.1% | +33.3% |
| 1Y | +29.7% | +41.2% | -11.5% | +22.3% |
| 3Y | +23.2% | +178.9% | -155.7% | +2.4% |
| 5Y | +176.4% | +160.1% | +16.3% | +127.8% |
| 10Y | +119.1% | +967.5% | -848.4% | +41.8% |
| All | +1,835.7% | +2,426.8% | -591.1% | +775.5% |
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