+382.1%
EWZ vs HALO
+2,259.3%
-1,877.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +0.8% | -3.2% | +4.0% | +1.2% |
| 30D | -24.4% | -14.2% | -10.2% | -22.9% |
| 3M | -4.6% | -0.4% | -4.2% | -5.0% |
| 6M | -11.6% | +43.2% | -54.7% | -17.2% |
| YTD | +2.4% | +49.0% | -46.6% | -5.0% |
| 1Y | +2.1% | +40.8% | -38.8% | -4.6% |
| 3Y | +18.7% | +167.4% | -148.7% | -2.5% |
| 5Y | +54.2% | +157.4% | -103.2% | +24.7% |
| 10Y | +65.9% | +697.1% | -631.2% | +7.5% |
| All | +382.1% | +2,259.3% | -1,877.2% | +112.5% |
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