+62.4%
EWY vs HALO
+92.7%
-30.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -8.3% | +0.2% | -8.6% | -8.3% |
| 30D | -20.5% | +20.3% | -40.9% | -22.2% |
| 3M | -11.1% | +56.6% | -67.7% | -16.8% |
| 6M | -7.0% | +101.9% | -108.9% | -18.7% |
| YTD | +56.5% | +93.7% | -37.2% | +35.5% |
| 1Y | +62.4% | +91.5% | -29.1% | +40.6% |
| All | +62.4% | +92.7% | -30.3% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling