+91.4%
EXPE vs HALO
+158.6%
-67.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -5.8% | -2.7% | -3.1% | -5.2% |
| 30D | -13.6% | +5.3% | -18.9% | -14.6% |
| 3M | +25.2% | +51.6% | -26.4% | +13.8% |
| 6M | +22.3% | +61.3% | -38.9% | +9.5% |
| YTD | -0.3% | +59.3% | -59.6% | -11.2% |
| 1Y | +27.8% | +38.3% | -10.5% | +17.4% |
| 3Y | +162.4% | +185.9% | -23.4% | +86.9% |
| All | +91.4% | +158.6% | -67.3% | +29.8% |
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