+160.1%
HALO vs ES
-4.5%
+164.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +4.6% | -1.0% | +5.7% | +4.9% |
| 3M | +50.2% | +1.5% | +48.8% | +49.5% |
| 6M | +57.6% | -3.5% | +61.1% | +58.7% |
| YTD | +59.6% | +7.0% | +52.6% | +56.1% |
| 1Y | +41.2% | +15.3% | +25.9% | +33.8% |
| 3Y | +178.9% | +30.2% | +148.7% | +148.5% |
| 5Y | +160.1% | -4.3% | +164.4% | +148.8% |
| All | +160.1% | -4.5% | +164.6% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling