+2,448.5%
HALO vs MTB
+396.0%
+2,052.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +0.5% | +2.8% | -2.2% | -0.6% |
| 30D | +5.0% | -4.2% | +9.2% | +6.8% |
| 3M | +53.1% | +7.8% | +45.3% | +47.9% |
| 6M | +60.8% | +14.8% | +45.9% | +51.0% |
| YTD | +60.9% | +20.8% | +40.2% | +47.6% |
| 1Y | +42.8% | +23.1% | +19.7% | +29.5% |
| 3Y | +181.3% | +114.8% | +66.4% | +94.9% |
| 5Y | +157.6% | +103.3% | +54.3% | +73.8% |
| 10Y | +910.4% | +173.0% | +737.4% | +412.6% |
| All | +2,448.5% | +396.0% | +2,052.5% | +816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling