-60.4%
EOSE vs HALO
+276.8%
-337.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | +14.0% | -3.4% | +17.4% | +15.3% |
| 30D | -5.9% | +4.3% | -10.2% | -7.3% |
| 3M | -34.3% | +51.8% | -86.0% | -43.9% |
| 6M | -37.8% | +57.8% | -95.5% | -47.9% |
| YTD | -65.2% | +59.0% | -124.2% | -70.8% |
| 1Y | -41.9% | +41.2% | -83.1% | -49.6% |
| 3Y | +44.6% | +177.8% | -133.3% | -9.1% |
| 5Y | -69.2% | +159.5% | -228.6% | -81.1% |
| All | -60.4% | +276.8% | -337.1% | -70.3% |
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