+625.0%
HALO vs EXR
+216.3%
+408.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -14.2% | +18.2% | -32.4% | -17.6% |
| 3M | -0.4% | +7.3% | -7.7% | -2.2% |
| 6M | +43.2% | +13.8% | +29.4% | +38.4% |
| YTD | +49.0% | +25.9% | +23.1% | +40.3% |
| 1Y | +40.8% | +25.8% | +15.0% | +32.6% |
| 3Y | +167.4% | +53.7% | +113.7% | +137.2% |
| 5Y | +157.4% | -1.8% | +159.1% | +150.3% |
| All | +625.0% | +216.3% | +408.7% | +436.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling