+247.9%
EWJ vs HALO
+2,426.8%
-2,178.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.9% |
| 7D | +1.0% | -2.1% | +3.1% | +1.2% |
| 30D | +1.0% | +4.6% | -3.7% | +0.5% |
| 3M | +7.2% | +50.2% | -43.0% | +2.5% |
| 6M | +13.9% | +57.6% | -43.7% | +8.3% |
| YTD | +20.8% | +59.6% | -38.8% | +14.6% |
| 1Y | +26.4% | +41.2% | -14.8% | +21.2% |
| 3Y | +71.8% | +178.9% | -107.1% | +51.0% |
| 5Y | +49.9% | +160.1% | -110.2% | +31.1% |
| 10Y | +140.0% | +967.5% | -827.5% | +75.8% |
| All | +247.9% | +2,426.8% | -2,178.9% | +99.5% |
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