+18.2%
EWZ vs HALO
+178.8%
-160.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +1.3% | -19.9% | +21.3% | +2.2% |
| 30D | -26.2% | -6.7% | -19.4% | -26.1% |
| 3M | -8.6% | +0.4% | -9.0% | -9.0% |
| 6M | -17.0% | +60.6% | -77.6% | -19.9% |
| YTD | +2.2% | +53.0% | -50.9% | -1.2% |
| 1Y | +2.7% | +51.4% | -48.7% | -0.7% |
| 3Y | +18.2% | +176.5% | -158.3% | +4.0% |
| All | +18.2% | +178.8% | -160.6% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling