+45.7%
EXC vs HALO
+156.4%
-110.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | +0.3% | -2.1% | +2.4% | +0.5% |
| 30D | -0.9% | +4.6% | -5.5% | -1.3% |
| 3M | -2.7% | +50.2% | -52.9% | -6.4% |
| 6M | -9.4% | +57.6% | -67.0% | -13.3% |
| YTD | +3.0% | +59.6% | -56.5% | -1.7% |
| 1Y | +5.1% | +41.2% | -36.0% | +1.4% |
| 3Y | +20.6% | +178.9% | -158.3% | +5.3% |
| 5Y | +45.7% | +160.1% | -114.4% | +25.3% |
| All | +45.7% | +156.4% | -110.6% | +25.3% |
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