+528.0%
EQT vs HALO
+2,417.6%
-1,889.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.2% | -3.4% | +2.2% | -0.7% |
| 30D | +1.1% | +4.3% | -3.2% | +0.5% |
| 3M | +4.8% | +51.8% | -47.0% | -1.1% |
| 6M | -10.6% | +57.8% | -68.4% | -16.2% |
| YTD | +3.4% | +59.0% | -55.6% | -3.4% |
| 1Y | +8.7% | +41.2% | -32.5% | +3.0% |
| 3Y | +35.0% | +177.8% | -142.9% | +14.1% |
| 5Y | +204.2% | +159.5% | +44.8% | +155.7% |
| 10Y | +52.5% | +963.6% | -911.1% | +1.3% |
| All | +528.0% | +2,417.6% | -1,889.6% | +206.0% |
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