+593.1%
MA vs HALO
+689.5%
-96.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.3% | -3.2% | +4.5% | +1.9% |
| 30D | +9.6% | -14.2% | +23.8% | +12.3% |
| 3M | +16.8% | -0.4% | +17.2% | +16.3% |
| 6M | +35.2% | +43.2% | -8.0% | +25.0% |
| YTD | +16.6% | +49.0% | -32.4% | +6.5% |
| 1Y | +19.8% | +40.8% | -21.1% | +10.5% |
| 3Y | +70.7% | +167.4% | -96.7% | +33.3% |
| 5Y | +87.4% | +157.4% | -70.0% | +43.2% |
| All | +593.1% | +689.5% | -96.4% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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