+50.1%
HALO vs UMAC
+164.0%
-113.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.5% |
| 7D | +4.6% | -0.9% | +5.5% | +4.6% |
| 30D | +31.8% | -7.7% | +39.5% | +31.6% |
| 3M | +53.9% | -26.4% | +80.3% | +53.3% |
| 6M | +57.4% | +61.9% | -4.5% | +57.4% |
| YTD | +63.7% | +86.5% | -22.8% | +63.4% |
| 1Y | +50.1% | +156.3% | -106.2% | +42.6% |
| All | +50.1% | +164.0% | -113.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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