+4,275.5%
HALO vs MKTX
+1,442.6%
+2,832.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +5.3% | +0.7% | +4.6% | +5.1% |
| 3M | +51.6% | +40.8% | +10.8% | +35.0% |
| 6M | +61.3% | -8.0% | +69.2% | +62.0% |
| YTD | +59.3% | -8.7% | +68.0% | +59.9% |
| 1Y | +38.3% | -11.8% | +50.1% | +39.8% |
| 3Y | +185.9% | -24.0% | +209.9% | +192.1% |
| 5Y | +159.9% | -60.3% | +220.3% | +215.0% |
| 10Y | +965.6% | +5.0% | +960.6% | +777.3% |
| All | +4,275.5% | +1,442.6% | +2,832.9% | +1,225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling