-8.2%
EW vs HALO
+156.0%
-164.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +4.9% | -3.2% | +8.1% | +5.4% |
| 30D | +23.9% | -14.2% | +38.1% | +26.1% |
| 3M | +15.8% | -0.4% | +16.2% | +15.2% |
| 6M | +31.7% | +43.2% | -11.5% | +23.8% |
| YTD | +25.7% | +49.0% | -23.3% | +17.0% |
| 1Y | +24.4% | +40.8% | -16.4% | +16.8% |
| 3Y | +65.9% | +167.4% | -101.5% | +31.3% |
| All | -8.2% | +156.0% | -164.2% | -32.8% |
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