+161.6%
HALO vs EFV
+95.9%
+65.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -2.7% | -0.8% | -1.9% | -2.1% |
| 30D | +5.3% | +0.6% | +4.7% | +4.8% |
| 3M | +51.6% | +7.5% | +44.0% | +43.9% |
| 6M | +61.3% | +13.0% | +48.2% | +47.4% |
| YTD | +59.3% | +18.3% | +41.0% | +40.6% |
| 1Y | +38.3% | +26.7% | +11.5% | +15.9% |
| 3Y | +185.9% | +89.6% | +96.3% | +75.6% |
| All | +161.6% | +95.9% | +65.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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