+876.3%
HALO vs MKTX
+5.0%
+871.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +5.3% | +0.7% | +4.6% | +5.2% |
| 3M | +51.6% | +40.8% | +10.8% | +40.6% |
| 6M | +61.3% | -8.0% | +69.2% | +62.8% |
| YTD | +59.3% | -8.7% | +68.0% | +60.8% |
| 1Y | +38.3% | -11.8% | +50.1% | +40.3% |
| 3Y | +185.9% | -24.0% | +209.9% | +192.2% |
| 5Y | +159.9% | -60.3% | +220.3% | +200.5% |
| All | +876.3% | +5.0% | +871.3% | +681.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling