+91.5%
HALO vs MTB
+27.0%
+64.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +1.2% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | +20.3% | +2.9% | +17.4% | +19.9% |
| 3M | +56.6% | -10.7% | +67.3% | +58.5% |
| 6M | +101.9% | +6.3% | +95.5% | +97.2% |
| YTD | +93.7% | +13.8% | +79.9% | +88.9% |
| 1Y | +91.5% | +27.7% | +63.8% | +96.0% |
| All | +91.5% | +27.0% | +64.6% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling