-60.8%
EOSE vs HALO
+277.5%
-338.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +1.8% | -2.7% | +4.5% | +2.7% |
| 30D | -6.8% | +5.3% | -12.2% | -8.5% |
| 3M | -36.3% | +51.6% | -87.9% | -45.6% |
| 6M | -38.8% | +61.3% | -100.0% | -49.2% |
| YTD | -65.5% | +59.3% | -124.8% | -71.2% |
| 1Y | -45.3% | +38.3% | -83.6% | -52.1% |
| 3Y | +44.2% | +185.9% | -141.7% | -10.5% |
| 5Y | -69.5% | +159.9% | -229.4% | -81.3% |
| All | -60.8% | +277.5% | -338.2% | -70.6% |
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