+50.1%
HALO vs ESTC
+7.3%
+42.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.5% |
| 7D | +4.6% | -8.1% | +12.7% | +4.5% |
| 30D | +31.8% | +31.7% | +0.1% | +31.6% |
| 3M | +53.9% | +41.1% | +12.8% | +54.1% |
| 6M | +57.4% | +77.1% | -19.7% | +59.6% |
| YTD | +63.7% | +21.7% | +42.0% | +63.0% |
| 1Y | +50.1% | +8.4% | +41.7% | +50.9% |
| All | +50.1% | +7.3% | +42.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling