+1.2%
EXE vs HALO
+41.1%
-39.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.1% | -2.7% | -0.4% | -3.1% |
| 30D | -0.9% | +5.3% | -6.2% | -1.0% |
| 3M | +9.6% | +51.6% | -42.0% | +8.5% |
| 6M | -11.6% | +61.3% | -72.9% | -12.3% |
| YTD | -12.6% | +59.3% | -71.8% | -12.7% |
| 1Y | +1.2% | +38.3% | -37.1% | +2.1% |
| All | +1.2% | +41.1% | -39.9% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling