-5.5%
ETN vs HALO
+92.7%
-98.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.3% | -11.2% | -9.9% |
| 7D | -10.1% | +0.2% | -10.4% | -10.1% |
| 30D | -18.4% | +20.3% | -38.7% | -19.5% |
| 3M | -20.4% | +56.6% | -77.0% | -23.8% |
| 6M | -16.0% | +101.9% | -117.8% | -23.8% |
| YTD | +11.8% | +93.7% | -81.9% | +3.5% |
| 1Y | -5.5% | +91.5% | -97.0% | -12.5% |
| All | -5.5% | +92.7% | -98.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling