-29.3%
ETHA vs HALO
+96.9%
-126.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | +30.9% | +4.3% | +26.6% | +30.5% |
| 3M | +51.1% | +51.8% | -0.6% | +46.9% |
| 6M | +20.5% | +57.8% | -37.3% | +16.7% |
| YTD | -17.3% | +59.0% | -76.2% | -19.7% |
| 1Y | -43.2% | +41.2% | -84.4% | -44.8% |
| All | -29.3% | +96.9% | -126.2% | -37.3% |
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 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