+18.1%
EW vs HALO
+92.7%
-74.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.2% |
| 7D | +8.3% | +0.2% | +8.0% | +8.2% |
| 30D | +13.9% | +20.3% | -6.4% | +11.6% |
| 3M | +10.9% | +56.6% | -45.7% | +5.6% |
| 6M | +19.2% | +101.9% | -82.6% | +9.8% |
| YTD | +16.6% | +93.7% | -77.1% | +6.6% |
| 1Y | +18.1% | +91.5% | -73.4% | +8.1% |
| All | +18.1% | +92.7% | -74.6% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling