+101.2%
ET vs HALO
+177.6%
-76.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.4% | -3.4% | +4.7% | +1.5% |
| 30D | +4.6% | +4.3% | +0.3% | +4.3% |
| 3M | +16.0% | +51.8% | -35.7% | +13.3% |
| 6M | +22.8% | +57.8% | -35.0% | +19.6% |
| YTD | +38.9% | +59.0% | -20.1% | +34.9% |
| 1Y | +34.1% | +41.2% | -7.1% | +31.2% |
| All | +101.2% | +177.6% | -76.4% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling