+179.3%
EXE vs HALO
+116.0%
+63.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | +6.4% | +5.0% | +1.4% | +5.8% |
| 3M | +9.2% | +53.1% | -43.9% | +4.2% |
| 6M | -7.0% | +60.8% | -67.8% | -11.8% |
| YTD | -9.5% | +60.9% | -70.4% | -14.3% |
| 1Y | +6.2% | +42.8% | -36.6% | +1.8% |
| 3Y | +20.7% | +181.3% | -160.5% | +3.2% |
| 5Y | +103.6% | +157.6% | -53.9% | +74.6% |
| All | +179.3% | +116.0% | +63.3% | +144.2% |
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