+855.0%
EXPE vs HALO
+6,306.4%
-5,451.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -9.5% | +4.6% | -14.1% | -10.3% |
| 30D | -6.6% | +31.8% | -38.5% | -11.6% |
| 3M | +31.4% | +53.9% | -22.5% | +20.8% |
| 6M | +35.2% | +57.4% | -22.2% | +23.5% |
| YTD | +5.8% | +63.7% | -57.9% | -4.4% |
| 1Y | +38.7% | +50.1% | -11.5% | +27.0% |
| 3Y | +175.8% | +157.3% | +18.4% | +121.7% |
| 5Y | +111.8% | +161.0% | -49.1% | +67.4% |
| 10Y | +179.7% | +1,018.7% | -839.0% | +61.9% |
| All | +855.0% | +6,306.4% | -5,451.4% | +273.6% |
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