+625.0%
HALO vs M
-7.1%
+632.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.2% | +7.0% | -10.3% | -3.9% |
| 30D | -14.2% | +8.9% | -23.1% | -14.9% |
| 3M | -0.4% | +4.5% | -4.9% | -0.9% |
| 6M | +43.2% | +36.2% | +7.0% | +38.5% |
| YTD | +49.0% | +15.1% | +33.9% | +46.1% |
| 1Y | +40.8% | +27.4% | +13.4% | +36.6% |
| 3Y | +167.4% | +160.1% | +7.2% | +136.0% |
| 5Y | +157.4% | -1.6% | +158.9% | +141.6% |
| All | +625.0% | -7.1% | +632.1% | +441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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