+160.1%
HALO vs M
+22.2%
+137.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | -0.3% |
| 7D | -2.1% | -4.1% | +2.0% | -1.6% |
| 30D | +4.6% | -13.6% | +18.3% | +6.5% |
| 3M | +50.2% | -2.3% | +52.5% | +50.2% |
| 6M | +57.6% | +21.9% | +35.7% | +53.0% |
| YTD | +59.6% | -0.6% | +60.2% | +58.5% |
| 1Y | +41.2% | +29.7% | +11.4% | +34.9% |
| 3Y | +178.9% | +107.3% | +71.6% | +139.8% |
| 5Y | +160.1% | +20.5% | +139.6% | +148.2% |
| All | +160.1% | +22.2% | +137.9% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling