+846.6%
EWY vs HALO
+2,417.6%
-1,571.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +1.2% | -3.4% | +4.6% | +1.7% |
| 30D | +9.3% | +4.3% | +5.0% | +8.6% |
| 3M | +2.4% | +51.8% | -49.3% | -3.9% |
| 6M | +40.3% | +57.8% | -17.5% | +30.7% |
| YTD | +88.0% | +59.0% | +29.0% | +74.7% |
| 1Y | +143.8% | +41.2% | +102.7% | +130.1% |
| 3Y | +217.8% | +177.8% | +39.9% | +164.6% |
| 5Y | +142.7% | +159.5% | -16.7% | +100.7% |
| 10Y | +291.7% | +963.6% | -671.9% | +150.8% |
| All | +846.6% | +2,417.6% | -1,571.0% | +339.2% |
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