+226.4%
ESI vs HALO
+828.9%
-602.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +5.4% | +0.5% | +4.8% | +5.2% |
| 30D | -4.2% | +5.0% | -9.2% | -5.4% |
| 3M | -9.6% | +53.1% | -62.7% | -19.1% |
| 6M | +18.3% | +60.8% | -42.4% | +4.4% |
| YTD | +45.8% | +60.9% | -15.1% | +28.3% |
| 1Y | +39.2% | +42.8% | -3.6% | +25.7% |
| 3Y | +86.3% | +181.3% | -95.0% | +36.0% |
| 5Y | +76.2% | +157.6% | -81.4% | +28.3% |
| 10Y | +306.8% | +910.4% | -603.6% | +95.6% |
| All | +226.4% | +828.9% | -602.5% | +57.1% |
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