+876.3%
HALO vs M
-3.0%
+879.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -0.6% |
| 7D | -2.7% | -4.2% | +1.5% | -2.3% |
| 30D | +5.3% | -7.2% | +12.5% | +6.0% |
| 3M | +51.6% | -11.1% | +62.7% | +53.0% |
| 6M | +61.3% | +28.8% | +32.5% | +56.6% |
| YTD | +59.3% | +2.0% | +57.2% | +58.0% |
| 1Y | +38.3% | +31.3% | +7.0% | +33.3% |
| 3Y | +185.9% | +119.1% | +66.8% | +155.5% |
| 5Y | +159.9% | +29.7% | +130.3% | +138.6% |
| All | +876.3% | -3.0% | +879.3% | +708.5% |
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