+303.5%
EWY vs HALO
+979.6%
-676.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -2.7% | +2.6% | +0.3% |
| 30D | +7.3% | +5.3% | +2.0% | +6.4% |
| 3M | -5.1% | +51.6% | -56.7% | -11.3% |
| 6M | +42.1% | +61.3% | -19.2% | +31.4% |
| YTD | +94.1% | +59.3% | +34.8% | +79.7% |
| 1Y | +147.8% | +38.3% | +109.6% | +133.8% |
| 3Y | +222.9% | +185.9% | +37.1% | +163.9% |
| 5Y | +150.6% | +159.9% | -9.3% | +104.0% |
| All | +303.5% | +979.6% | -676.1% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling