+2,292.5%
HALO vs EXPD
+1,288.4%
+1,004.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.1% | -2.7% |
| 7D | -22.0% | -1.6% | -20.4% | -21.3% |
| 30D | -8.5% | +0.6% | -9.1% | -8.7% |
| 3M | -0.9% | +9.8% | -10.7% | -5.7% |
| 6M | +53.1% | +25.8% | +27.4% | +35.7% |
| YTD | +51.1% | +31.3% | +19.8% | +29.0% |
| 1Y | +45.0% | +40.9% | +4.0% | +19.2% |
| 3Y | +173.0% | +74.7% | +98.2% | +95.8% |
| 5Y | +163.6% | +62.9% | +100.8% | +89.8% |
| 10Y | +708.3% | +334.3% | +373.9% | +228.6% |
| All | +2,292.5% | +1,288.4% | +1,004.0% | +581.6% |
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