+501.5%
HALO vs ESTC
+31.2%
+470.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | +4.6% | -8.1% | +12.7% | +6.1% |
| 30D | +31.8% | +31.7% | +0.1% | +24.5% |
| 3M | +53.9% | +41.1% | +12.8% | +43.0% |
| 6M | +57.4% | +77.1% | -19.7% | +38.8% |
| YTD | +63.7% | +21.7% | +42.0% | +53.9% |
| 1Y | +50.1% | +8.4% | +41.7% | +43.2% |
| 3Y | +157.3% | +23.6% | +133.7% | +122.4% |
| 5Y | +161.0% | -46.5% | +207.5% | +157.7% |
| All | +501.5% | +31.2% | +470.3% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling