+195.2%
MCD vs HALO
+692.7%
-497.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -1.6% | -18.1% | +16.5% | +0.3% |
| 30D | +16.0% | -8.2% | +24.2% | +16.9% |
| 3M | 0.0% | -1.1% | +1.1% | -0.2% |
| 6M | +0.9% | +41.9% | -41.0% | -3.3% |
| YTD | -8.7% | +49.6% | -58.3% | -13.3% |
| 1Y | -8.6% | +42.5% | -51.1% | -12.7% |
| 3Y | +9.9% | +170.3% | -160.4% | -4.3% |
| 5Y | +22.6% | +158.4% | -135.7% | +5.4% |
| All | +195.2% | +692.7% | -497.5% | +122.2% |
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