+186.4%
HALO vs M
+106.8%
+79.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | -0.4% |
| 7D | -2.1% | -4.1% | +2.0% | -1.7% |
| 30D | +4.6% | -13.6% | +18.3% | +6.2% |
| 3M | +50.2% | -2.3% | +52.5% | +50.2% |
| 6M | +57.6% | +21.9% | +35.7% | +53.6% |
| YTD | +59.6% | -0.6% | +60.2% | +58.5% |
| 1Y | +41.2% | +29.7% | +11.4% | +35.4% |
| All | +186.4% | +106.8% | +79.6% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling