-47.1%
EOSE vs HALO
+47.3%
-94.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.5% | +11.4% | +11.0% |
| 7D | +19.0% | +4.6% | +14.4% | +17.8% |
| 30D | +1.6% | +31.8% | -30.3% | -4.3% |
| 3M | -52.0% | +53.9% | -105.9% | -56.3% |
| 6M | -42.5% | +57.4% | -99.9% | -48.5% |
| YTD | -66.1% | +63.7% | -129.9% | -69.3% |
| 1Y | -47.1% | +50.1% | -97.3% | -49.2% |
| All | -47.1% | +47.3% | -94.4% | -49.2% |
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