+2,492.7%
HALO vs M
+74.3%
+2,418.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | +4.6% | +4.7% | -0.1% | +3.5% |
| 30D | +31.8% | -9.6% | +41.5% | +34.9% |
| 3M | +53.9% | +0.9% | +53.0% | +52.7% |
| 6M | +57.4% | +22.3% | +35.1% | +48.8% |
| YTD | +63.7% | +6.5% | +57.2% | +59.0% |
| 1Y | +50.1% | +38.8% | +11.4% | +36.0% |
| 3Y | +157.3% | +115.9% | +41.4% | +96.7% |
| 5Y | +161.0% | +28.6% | +132.4% | +107.2% |
| 10Y | +1,018.7% | -2.5% | +1,021.2% | +670.2% |
| All | +2,492.7% | +74.3% | +2,418.4% | +1,020.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling