+625.0%
HALO vs ES
+98.2%
+526.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.2% | +2.7% | -5.9% | -3.8% |
| 30D | -14.2% | +7.6% | -21.8% | -15.5% |
| 3M | -0.4% | +0.5% | -0.9% | -0.5% |
| 6M | +43.2% | +7.6% | +35.6% | +40.8% |
| YTD | +49.0% | +10.2% | +38.8% | +45.5% |
| 1Y | +40.8% | +1.8% | +39.0% | +39.6% |
| 3Y | +167.4% | +55.4% | +112.0% | +138.9% |
| 5Y | +157.4% | +7.3% | +150.0% | +146.2% |
| All | +625.0% | +98.2% | +526.8% | +643.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling