+159.5%
HALO vs ESTC
-49.0%
+208.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.1% |
| 7D | -3.4% | -13.2% | +9.8% | -1.6% |
| 30D | +4.3% | +9.3% | -5.1% | +2.3% |
| 3M | +51.8% | +37.3% | +14.4% | +44.2% |
| 6M | +57.8% | +61.0% | -3.2% | +45.7% |
| YTD | +59.0% | +10.7% | +48.3% | +54.1% |
| 1Y | +41.2% | -7.2% | +48.3% | +39.9% |
| 3Y | +177.8% | +7.2% | +170.7% | +154.6% |
| 5Y | +159.5% | -47.7% | +207.2% | +145.5% |
| All | +159.5% | -49.0% | +208.4% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling