-27.0%
ETHA vs HALO
+97.3%
-124.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +3.5% | -2.7% | +6.2% | +3.6% |
| 30D | +35.3% | +5.3% | +30.0% | +34.8% |
| 3M | +50.9% | +51.6% | -0.7% | +46.7% |
| 6M | +22.1% | +61.3% | -39.1% | +18.1% |
| YTD | -14.6% | +59.3% | -73.9% | -17.1% |
| 1Y | -42.8% | +38.3% | -81.1% | -44.3% |
| All | -27.0% | +97.3% | -124.3% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling