+2,323.1%
HALO vs ES
+709.1%
+1,614.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -19.9% | +0.9% | -20.8% | -20.1% |
| 30D | -6.7% | +5.9% | -12.7% | -8.9% |
| 3M | +0.4% | -1.0% | +1.4% | +0.7% |
| 6M | +60.6% | +7.2% | +53.4% | +55.6% |
| YTD | +53.0% | +7.0% | +46.0% | +47.7% |
| 1Y | +51.4% | +0.5% | +51.0% | +49.2% |
| 3Y | +176.5% | +48.7% | +127.8% | +123.7% |
| 5Y | +169.7% | +1.9% | +167.8% | +153.5% |
| 10Y | +747.6% | +89.2% | +658.4% | +407.2% |
| All | +2,323.1% | +709.1% | +1,614.0% | +438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling