+3,273.2%
EW vs HALO
+2,448.5%
+824.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.3% |
| 7D | -4.4% | +0.5% | -5.0% | -4.5% |
| 30D | -3.3% | +5.0% | -8.4% | -3.9% |
| 3M | +1.0% | +53.1% | -52.1% | -4.1% |
| 6M | +6.2% | +60.8% | -54.5% | +0.2% |
| YTD | +1.7% | +60.9% | -59.2% | -4.2% |
| 1Y | +8.1% | +42.8% | -34.7% | +3.0% |
| 3Y | +17.1% | +181.3% | -164.2% | +0.8% |
| 5Y | -29.4% | +157.6% | -186.9% | -39.2% |
| 10Y | +121.7% | +910.4% | -788.6% | +60.3% |
| All | +3,273.2% | +2,448.5% | +824.8% | +1,907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling