+2,492.7%
HALO vs EXPD
+1,247.1%
+1,245.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +4.6% | -1.1% | +5.7% | +5.2% |
| 30D | +31.8% | +4.1% | +27.7% | +29.1% |
| 3M | +53.9% | +17.9% | +36.0% | +41.1% |
| 6M | +57.4% | +29.2% | +28.1% | +36.9% |
| YTD | +63.7% | +27.4% | +36.4% | +42.1% |
| 1Y | +50.1% | +56.8% | -6.7% | +16.4% |
| 3Y | +157.3% | +68.0% | +89.3% | +88.3% |
| 5Y | +161.0% | +61.9% | +99.1% | +88.0% |
| 10Y | +1,018.7% | +316.0% | +702.7% | +364.8% |
| All | +2,492.7% | +1,247.1% | +1,245.6% | +651.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling