+105.4%
EXE vs HALO
+157.2%
-51.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -2.2% | -3.4% | +1.2% | -1.9% |
| 30D | -0.8% | +4.3% | -5.1% | -1.2% |
| 3M | +10.0% | +51.8% | -41.7% | +5.7% |
| 6M | -6.3% | +57.8% | -64.1% | -10.4% |
| YTD | -10.7% | +59.0% | -69.7% | -14.7% |
| 1Y | +2.7% | +41.2% | -38.5% | -0.9% |
| 3Y | +19.1% | +177.8% | -158.7% | +4.0% |
| 5Y | +105.4% | +159.5% | -54.0% | +77.5% |
| All | +105.4% | +157.2% | -51.8% | +77.5% |
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 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