+117.8%
EW vs HALO
+979.6%
-861.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -6.2% | -2.7% | -3.4% | -5.7% |
| 30D | -9.3% | +5.3% | -14.6% | -10.2% |
| 3M | -1.6% | +51.6% | -53.2% | -9.3% |
| 6M | -0.8% | +61.3% | -62.1% | -9.8% |
| YTD | -1.0% | +59.3% | -60.3% | -10.0% |
| 1Y | +8.2% | +38.3% | -30.1% | +0.8% |
| 3Y | +12.7% | +185.9% | -173.2% | -13.3% |
| 5Y | -30.2% | +159.9% | -190.2% | -46.4% |
| All | +117.8% | +979.6% | -861.8% | +27.2% |
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