+466.5%
EWZ vs HALO
+2,492.7%
-2,026.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.5% | +4.6% | +1.9% | +5.8% |
| 30D | +4.8% | +31.8% | -27.0% | +0.2% |
| 3M | +9.9% | +53.9% | -44.0% | +2.4% |
| 6M | +1.9% | +57.4% | -55.4% | -5.5% |
| YTD | +20.3% | +63.7% | -43.4% | +10.6% |
| 1Y | +35.6% | +50.1% | -14.5% | +26.1% |
| 3Y | +43.4% | +157.3% | -113.9% | +19.0% |
| 5Y | +55.9% | +161.0% | -105.0% | +26.3% |
| 10Y | +84.2% | +1,018.7% | -934.5% | +13.1% |
| All | +466.5% | +2,492.7% | -2,026.2% | +147.4% |
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 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