+166.6%
HALO vs EXPD
+61.0%
+105.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.5% |
| 7D | -20.2% | -5.5% | -14.7% | -18.8% |
| 30D | -6.8% | -1.9% | -4.9% | -6.2% |
| 3M | -0.2% | +6.1% | -6.3% | -2.0% |
| 6M | +60.5% | +21.6% | +38.9% | +51.0% |
| YTD | +52.9% | +27.9% | +25.0% | +40.4% |
| 1Y | +50.8% | +39.4% | +11.4% | +34.4% |
| 3Y | +180.6% | +72.7% | +107.9% | +127.6% |
| 5Y | +166.6% | +60.3% | +106.3% | +110.0% |
| All | +166.6% | +61.0% | +105.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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