+173.8%
ET vs HALO
+979.6%
-805.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.2% | -2.7% | +2.9% | +0.7% |
| 30D | +2.9% | +5.3% | -2.5% | +1.9% |
| 3M | +16.8% | +51.6% | -34.8% | +8.0% |
| 6M | +18.9% | +61.3% | -42.4% | +8.4% |
| YTD | +37.7% | +59.3% | -21.6% | +25.4% |
| 1Y | +32.4% | +38.3% | -5.8% | +23.5% |
| 3Y | +99.5% | +185.9% | -86.4% | +54.6% |
| 5Y | +244.0% | +159.9% | +84.0% | +164.6% |
| All | +173.8% | +979.6% | -805.8% | +41.4% |
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