+1,471.7%
ET vs HALO
+5,269.5%
-3,797.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +0.6% | -2.1% | +2.7% | +1.0% |
| 30D | +5.3% | +4.6% | +0.6% | +4.5% |
| 3M | +15.6% | +50.2% | -34.6% | +8.0% |
| 6M | +20.6% | +57.6% | -37.0% | +11.5% |
| YTD | +38.5% | +59.6% | -21.0% | +27.5% |
| 1Y | +35.7% | +41.2% | -5.4% | +27.1% |
| 3Y | +98.4% | +178.9% | -80.5% | +61.3% |
| 5Y | +245.3% | +160.1% | +85.2% | +178.3% |
| 10Y | +173.7% | +967.5% | -793.7% | +68.0% |
| All | +1,471.7% | +5,269.5% | -3,797.8% | +623.2% |
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