+67.6%
EWZ vs HALO
+149.7%
-82.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.8% |
| 3M | +15.7% | +53.1% | -37.4% | +11.0% |
| 6M | +7.4% | +60.8% | -53.3% | +2.4% |
| YTD | +22.7% | +60.9% | -38.2% | +16.8% |
| 1Y | +36.4% | +42.8% | -6.4% | +31.2% |
| 3Y | +50.4% | +181.3% | -130.9% | +30.2% |
| 5Y | +67.6% | +157.6% | -89.9% | +45.1% |
| All | +67.6% | +149.7% | -82.0% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling