+190.4%
ETN vs HALO
+158.6%
+31.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -2.7% | +6.2% | +3.9% |
| 30D | -7.5% | +5.3% | -12.8% | -8.2% |
| 3M | +8.3% | +51.6% | -43.2% | +2.0% |
| 6M | +20.2% | +61.3% | -41.1% | +12.0% |
| YTD | +34.7% | +59.3% | -24.6% | +25.7% |
| 1Y | +19.4% | +38.3% | -18.8% | +13.5% |
| 3Y | +85.5% | +185.9% | -100.4% | +53.5% |
| All | +190.4% | +158.6% | +31.8% | +129.2% |
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 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