+176.9%
MCD vs HALO
+979.6%
-802.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.2% | -2.7% | +1.5% | -1.0% |
| 30D | -7.8% | +5.3% | -13.1% | -8.3% |
| 3M | -10.7% | +51.6% | -62.3% | -14.7% |
| 6M | -21.3% | +61.3% | -82.5% | -25.4% |
| YTD | -15.8% | +59.3% | -75.0% | -20.3% |
| 1Y | -16.0% | +38.3% | -54.3% | -19.4% |
| 3Y | -3.0% | +185.9% | -188.8% | -15.7% |
| 5Y | +18.6% | +159.9% | -141.3% | +2.5% |
| All | +176.9% | +979.6% | -802.6% | +103.8% |
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