-15.2%
MCD vs HALO
+40.2%
-55.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -2.4% |
| 30D | -7.0% | +4.3% | -11.3% | -7.1% |
| 3M | -9.8% | +51.8% | -61.6% | -11.4% |
| 6M | -21.8% | +57.8% | -79.6% | -23.5% |
| YTD | -15.6% | +59.0% | -74.6% | -17.8% |
| 1Y | -15.2% | +41.2% | -56.3% | -17.2% |
| All | -15.2% | +40.2% | -55.4% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling