+15.1%
EW vs HALO
+178.6%
-163.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -5.1% | -2.1% | -3.0% | -5.0% |
| 30D | -6.4% | +4.6% | -11.0% | -6.6% |
| 3M | -1.6% | +50.2% | -51.8% | -4.1% |
| 6M | +2.3% | +57.6% | -55.3% | -0.7% |
| YTD | +1.1% | +59.6% | -58.5% | -2.0% |
| 1Y | +8.0% | +41.2% | -33.2% | +5.2% |
| All | +15.1% | +178.6% | -163.5% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling