+484.1%
HALO vs ESTC
+19.3%
+464.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.3% |
| 7D | -3.4% | -13.2% | +9.8% | -0.9% |
| 30D | +4.3% | +9.3% | -5.1% | +1.7% |
| 3M | +51.8% | +37.3% | +14.4% | +41.7% |
| 6M | +57.8% | +61.0% | -3.2% | +41.7% |
| YTD | +59.0% | +10.7% | +48.3% | +52.0% |
| 1Y | +41.2% | -7.2% | +48.3% | +38.8% |
| 3Y | +177.8% | +7.2% | +170.7% | +147.1% |
| 5Y | +159.5% | -47.7% | +207.2% | +155.5% |
| All | +484.1% | +19.3% | +464.8% | +299.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling