+38.6%
MA vs HALO
+178.6%
-139.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -3.5% | -2.1% | -1.4% | -3.3% |
| 30D | +0.8% | +4.6% | -3.9% | +0.4% |
| 3M | +14.8% | +50.2% | -35.5% | +10.1% |
| 6M | +10.0% | +57.6% | -47.6% | +4.9% |
| YTD | -0.1% | +59.6% | -59.7% | -5.0% |
| 1Y | -2.2% | +41.2% | -43.4% | -6.0% |
| All | +38.6% | +178.6% | -139.9% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling