+381.0%
EWZ vs HALO
+2,323.1%
-1,942.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +1.3% | -19.9% | +21.3% | +4.5% |
| 30D | -26.2% | -6.7% | -19.4% | -25.7% |
| 3M | -8.6% | +0.4% | -9.0% | -9.2% |
| 6M | -17.0% | +60.6% | -77.6% | -23.7% |
| YTD | +2.2% | +53.0% | -50.9% | -5.6% |
| 1Y | +2.7% | +51.4% | -48.7% | -5.1% |
| 3Y | +18.2% | +176.5% | -158.3% | -3.4% |
| 5Y | +56.0% | +169.7% | -113.7% | +25.2% |
| 10Y | +60.8% | +747.6% | -686.8% | +3.3% |
| All | +381.0% | +2,323.1% | -1,942.0% | +111.2% |
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