+50.4%
EWZ vs HALO
+176.9%
-126.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.1% |
| 7D | +5.6% | +0.5% | +5.0% | +5.5% |
| 30D | +9.3% | +5.0% | +4.2% | +8.9% |
| 3M | +15.7% | +53.1% | -37.4% | +12.2% |
| 6M | +7.4% | +60.8% | -53.3% | +3.7% |
| YTD | +22.7% | +60.9% | -38.2% | +18.3% |
| 1Y | +36.4% | +42.8% | -6.4% | +32.5% |
| 3Y | +50.4% | +181.3% | -130.9% | +30.4% |
| All | +50.4% | +176.9% | -126.5% | +30.4% |
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