+185.9%
HALO vs ESTC
+6.9%
+179.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.7% | -9.2% | +6.5% | -1.9% |
| 30D | +5.3% | +8.1% | -2.8% | +4.1% |
| 3M | +51.6% | +38.5% | +13.1% | +46.4% |
| 6M | +61.3% | +57.8% | +3.5% | +53.2% |
| YTD | +59.3% | +10.5% | +48.7% | +56.6% |
| 1Y | +38.3% | -6.4% | +44.6% | +38.3% |
| 3Y | +185.9% | +4.7% | +181.2% | +162.1% |
| All | +185.9% | +6.9% | +179.0% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling