+876.3%
HALO vs MTB
+173.8%
+702.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +5.3% | -4.8% | +10.1% | +6.6% |
| 3M | +51.6% | +6.0% | +45.6% | +49.1% |
| 6M | +61.3% | +19.6% | +41.6% | +53.6% |
| YTD | +59.3% | +21.5% | +37.8% | +51.0% |
| 1Y | +38.3% | +24.7% | +13.6% | +30.0% |
| 3Y | +185.9% | +108.6% | +77.3% | +131.5% |
| 5Y | +159.9% | +106.7% | +53.2% | +106.7% |
| All | +876.3% | +173.8% | +702.5% | +414.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling