-28.2%
EW vs HALO
+157.2%
-185.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -3.4% | -3.4% | 0.0% | -2.9% |
| 30D | -7.4% | +4.3% | -11.6% | -7.9% |
| 3M | +0.9% | +51.8% | -50.9% | -5.5% |
| 6M | +1.2% | +57.8% | -56.6% | -6.0% |
| YTD | +1.8% | +59.0% | -57.2% | -5.8% |
| 1Y | +10.8% | +41.2% | -30.3% | +4.3% |
| 3Y | +17.1% | +177.8% | -160.7% | -7.6% |
| 5Y | -28.2% | +159.5% | -187.7% | -46.3% |
| All | -28.2% | +157.2% | -185.4% | -46.3% |
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 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