+144.6%
IEFA vs HALO
+979.6%
-835.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -2.7% | +1.2% | -1.2% |
| 30D | -1.5% | +5.3% | -6.8% | -2.2% |
| 3M | +3.4% | +51.6% | -48.1% | -2.8% |
| 6M | +9.5% | +61.3% | -51.8% | +1.8% |
| YTD | +13.0% | +59.3% | -46.2% | +5.1% |
| 1Y | +18.0% | +38.3% | -20.3% | +11.8% |
| 3Y | +65.4% | +185.9% | -120.5% | +36.7% |
| 5Y | +51.6% | +159.9% | -108.4% | +24.8% |
| All | +144.6% | +979.6% | -835.0% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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