-84.8%
EOSE vs HALO
+92.7%
-177.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.3% | +11.3% | +12.3% |
| 7D | +9.7% | +0.2% | +9.5% | +9.7% |
| 30D | -34.6% | +20.3% | -54.9% | -37.0% |
| 3M | -50.8% | +56.6% | -107.4% | -55.8% |
| 6M | -66.5% | +101.9% | -168.3% | -72.8% |
| YTD | -81.3% | +93.7% | -175.0% | -84.1% |
| 1Y | -84.8% | +91.5% | -176.4% | -86.5% |
| All | -84.8% | +92.7% | -177.5% | -86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling