+91.2%
EWZ vs HALO
+977.5%
-886.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.1% | -3.4% | +4.5% | +1.6% |
| 30D | +13.5% | +4.3% | +9.2% | +12.8% |
| 3M | +15.2% | +51.8% | -36.5% | +7.7% |
| 6M | +3.7% | +57.8% | -54.1% | -3.8% |
| YTD | +22.5% | +59.0% | -36.5% | +13.2% |
| 1Y | +35.3% | +41.2% | -5.9% | +27.1% |
| 3Y | +50.2% | +177.8% | -127.7% | +21.6% |
| 5Y | +64.6% | +159.5% | -94.9% | +31.5% |
| All | +91.2% | +977.5% | -886.3% | +29.3% |
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