+47.3%
EXPE vs HALO
+156.0%
-108.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -3.2% | +2.8% | +0.2% |
| 30D | -6.1% | -14.2% | +8.1% | -2.7% |
| 3M | -21.3% | -0.4% | -20.9% | -21.2% |
| 6M | +19.0% | +43.2% | -24.2% | +9.3% |
| YTD | -8.4% | +49.0% | -57.4% | -17.4% |
| 1Y | -2.8% | +40.8% | -43.6% | -11.3% |
| 3Y | +120.8% | +167.4% | -46.6% | +57.9% |
| All | +47.3% | +156.0% | -108.7% | -0.1% |
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 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