+149.4%
EWT vs HALO
+158.6%
-9.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | +4.5% | +5.3% | -0.9% | +3.8% |
| 3M | +8.3% | +51.6% | -43.3% | +2.5% |
| 6M | +54.2% | +61.3% | -7.0% | +44.7% |
| YTD | +74.6% | +59.3% | +15.3% | +63.7% |
| 1Y | +84.9% | +38.3% | +46.6% | +76.2% |
| 3Y | +197.5% | +185.9% | +11.7% | +150.2% |
| All | +149.4% | +158.6% | -9.2% | +106.8% |
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