+66.3%
MA vs HALO
+156.4%
-90.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -3.5% | -2.1% | -1.4% | -3.2% |
| 30D | +0.8% | +4.6% | -3.9% | +0.1% |
| 3M | +14.8% | +50.2% | -35.5% | +7.9% |
| 6M | +10.0% | +57.6% | -47.6% | +2.5% |
| YTD | -0.1% | +59.6% | -59.7% | -7.3% |
| 1Y | -2.2% | +41.2% | -43.4% | -7.7% |
| 3Y | +39.3% | +178.9% | -139.6% | +13.6% |
| 5Y | +66.3% | +160.1% | -93.7% | +30.4% |
| All | +66.3% | +156.4% | -90.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling