+161.6%
HALO vs MDY
+46.3%
+115.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -2.7% | -1.9% | -0.9% | -1.3% |
| 30D | +5.3% | -4.6% | +10.0% | +9.1% |
| 3M | +51.6% | -1.2% | +52.8% | +53.0% |
| 6M | +61.3% | +9.2% | +52.0% | +50.4% |
| YTD | +59.3% | +13.1% | +46.2% | +44.7% |
| 1Y | +38.3% | +13.0% | +25.3% | +25.3% |
| 3Y | +185.9% | +49.2% | +136.7% | +103.6% |
| All | +161.6% | +46.3% | +115.3% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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