+169.7%
EXE vs HALO
+113.8%
+56.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.1% | -2.7% | -0.4% | -2.9% |
| 30D | -0.9% | +5.3% | -6.2% | -1.5% |
| 3M | +9.6% | +51.6% | -42.0% | +4.7% |
| 6M | -11.6% | +61.3% | -72.9% | -16.3% |
| YTD | -12.6% | +59.3% | -71.8% | -17.2% |
| 1Y | +1.2% | +38.3% | -37.1% | -2.7% |
| 3Y | +18.0% | +185.9% | -167.8% | +0.6% |
| 5Y | +101.1% | +159.9% | -58.8% | +71.8% |
| All | +169.7% | +113.8% | +56.0% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling