-1.5%
MCD vs HALO
+176.9%
-178.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | -2.0% | +0.5% | -2.6% | -2.1% |
| 30D | -6.1% | +5.0% | -11.2% | -6.5% |
| 3M | -7.3% | +53.1% | -60.4% | -10.5% |
| 6M | -20.9% | +60.8% | -81.7% | -24.1% |
| YTD | -14.7% | +60.9% | -75.6% | -18.3% |
| 1Y | -16.1% | +42.8% | -58.9% | -18.9% |
| 3Y | -1.5% | +181.3% | -182.8% | -11.2% |
| All | -1.5% | +176.9% | -178.4% | -11.2% |
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 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