+6,307.2%
HALO vs EFV
+252.1%
+6,055.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -3.4% | -2.0% | -1.4% | -1.6% |
| 30D | +4.3% | -0.2% | +4.5% | +4.4% |
| 3M | +51.8% | +9.1% | +42.6% | +39.8% |
| 6M | +57.8% | +11.7% | +46.1% | +41.8% |
| YTD | +59.0% | +17.0% | +41.9% | +36.5% |
| 1Y | +41.2% | +26.7% | +14.4% | +12.3% |
| 3Y | +177.8% | +90.2% | +87.7% | +49.2% |
| 5Y | +159.5% | +96.1% | +63.4% | +33.6% |
| 10Y | +963.6% | +164.5% | +799.1% | +303.1% |
| All | +6,307.2% | +252.1% | +6,055.1% | +2,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling