+162.6%
HALO vs M
-3.3%
+165.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -3.2% | +7.0% | -10.3% | -4.2% |
| 30D | -14.2% | +8.9% | -23.1% | -15.2% |
| 3M | -0.4% | +4.5% | -4.9% | -1.1% |
| 6M | +43.2% | +36.2% | +7.0% | +36.6% |
| YTD | +49.0% | +15.1% | +33.9% | +44.9% |
| 1Y | +40.8% | +27.4% | +13.4% | +34.7% |
| 3Y | +167.4% | +160.1% | +7.2% | +118.3% |
| All | +162.6% | -3.3% | +165.8% | +133.6% |
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