-65.8%
ETSY vs HALO
+158.6%
-224.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.9% | -2.7% | -2.2% | -4.1% |
| 30D | -8.6% | +5.3% | -13.9% | -10.1% |
| 3M | +4.8% | +51.6% | -46.8% | -8.5% |
| 6M | +38.1% | +61.3% | -23.2% | +17.3% |
| YTD | +31.2% | +59.3% | -28.0% | +11.4% |
| 1Y | +22.1% | +38.3% | -16.2% | +8.3% |
| 3Y | +12.2% | +185.9% | -173.6% | -30.8% |
| All | -65.8% | +158.6% | -224.4% | -79.5% |
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 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