+2,492.7%
HALO vs ES
+716.1%
+1,776.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +31.8% | -2.0% | +33.8% | +32.8% |
| 3M | +53.9% | +1.7% | +52.2% | +52.5% |
| 6M | +57.4% | -3.5% | +60.9% | +59.1% |
| YTD | +63.7% | +7.9% | +55.8% | +57.5% |
| 1Y | +50.1% | +17.2% | +33.0% | +38.1% |
| 3Y | +157.3% | +29.3% | +128.0% | +121.2% |
| 5Y | +161.0% | -5.7% | +166.7% | +154.1% |
| 10Y | +1,018.7% | +85.2% | +933.5% | +577.8% |
| All | +2,492.7% | +716.1% | +1,776.6% | +474.6% |
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