+138.6%
ETSY vs HALO
+592.6%
-453.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -12.7% | -3.4% | -9.3% | -11.8% |
| 30D | -9.9% | +4.3% | -14.2% | -11.1% |
| 3M | +4.2% | +51.8% | -47.6% | -8.7% |
| 6M | +34.2% | +57.8% | -23.6% | +15.4% |
| YTD | +29.1% | +59.0% | -29.9% | +10.4% |
| 1Y | +23.8% | +41.2% | -17.3% | +9.4% |
| 3Y | +6.6% | +177.8% | -171.2% | -28.0% |
| 5Y | -67.0% | +159.5% | -226.5% | -77.6% |
| 10Y | +424.9% | +963.6% | -538.8% | +128.4% |
| All | +138.6% | +592.6% | -453.9% | +10.5% |
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 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