+876.3%
HALO vs ES
+82.1%
+794.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.7% | -3.6% | +0.8% | -2.0% |
| 30D | +5.3% | -4.2% | +9.5% | +6.2% |
| 3M | +51.6% | +0.1% | +51.4% | +51.4% |
| 6M | +61.3% | -6.2% | +67.5% | +63.1% |
| YTD | +59.3% | +4.1% | +55.2% | +57.6% |
| 1Y | +38.3% | +10.2% | +28.1% | +34.6% |
| 3Y | +185.9% | +26.1% | +159.8% | +167.4% |
| 5Y | +159.9% | -5.3% | +165.3% | +154.5% |
| All | +876.3% | +82.1% | +794.3% | +1,019.3% |
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