+2,417.6%
HALO vs MKC
+421.8%
+1,995.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | -3.4% | -2.8% | -0.6% | -2.1% |
| 30D | +4.3% | -3.4% | +7.7% | +5.7% |
| 3M | +51.8% | +3.8% | +48.0% | +48.1% |
| 6M | +57.8% | -17.9% | +75.7% | +70.9% |
| YTD | +59.0% | -23.6% | +82.6% | +76.6% |
| 1Y | +41.2% | -23.1% | +64.2% | +55.6% |
| 3Y | +177.8% | -31.5% | +209.4% | +217.7% |
| 5Y | +159.5% | -33.1% | +192.5% | +190.5% |
| 10Y | +963.6% | +29.3% | +934.3% | +568.2% |
| All | +2,417.6% | +421.8% | +1,995.8% | +507.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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