+781.0%
ETR vs HALO
+2,426.8%
-1,645.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | +0.4% | -2.1% | +2.5% | +0.5% |
| 30D | +2.0% | +4.6% | -2.6% | +1.7% |
| 3M | -1.7% | +50.2% | -51.9% | -4.3% |
| 6M | +3.6% | +57.6% | -54.0% | +0.4% |
| YTD | +18.0% | +59.6% | -41.5% | +14.2% |
| 1Y | +26.2% | +41.2% | -14.9% | +23.0% |
| 3Y | +148.0% | +178.9% | -30.9% | +128.9% |
| 5Y | +126.1% | +160.1% | -34.0% | +107.9% |
| 10Y | +302.3% | +967.5% | -665.2% | +233.3% |
| All | +781.0% | +2,426.8% | -1,645.8% | +510.3% |
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