+874.5%
HALO vs EXR
+149.6%
+724.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.4% | -3.2% | -0.2% | -2.6% |
| 30D | +4.3% | -6.9% | +11.2% | +6.1% |
| 3M | +51.8% | -7.8% | +59.6% | +54.6% |
| 6M | +57.8% | -4.9% | +62.7% | +59.4% |
| YTD | +59.0% | +7.2% | +51.8% | +56.0% |
| 1Y | +41.2% | -1.5% | +42.7% | +41.1% |
| 3Y | +177.8% | +22.3% | +155.6% | +160.3% |
| 5Y | +159.5% | -10.9% | +170.4% | +159.1% |
| All | +874.5% | +149.6% | +724.9% | +647.9% |
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