+290.1%
ETR vs HALO
+979.6%
-689.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.8% | -2.7% | +0.9% | -1.6% |
| 30D | -1.8% | +5.3% | -7.1% | -2.2% |
| 3M | -3.6% | +51.6% | -55.1% | -7.1% |
| 6M | +2.6% | +61.3% | -58.6% | -1.8% |
| YTD | +16.0% | +59.3% | -43.3% | +11.0% |
| 1Y | +20.1% | +38.3% | -18.1% | +16.3% |
| 3Y | +143.6% | +185.9% | -42.3% | +117.1% |
| 5Y | +124.4% | +159.9% | -35.6% | +99.4% |
| All | +290.1% | +979.6% | -689.5% | +226.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling