+20.4%
MCD vs HALO
+149.7%
-129.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 6M | -20.9% | +60.8% | -81.7% | -24.3% |
| YTD | -14.7% | +60.9% | -75.6% | -18.4% |
| 1Y | -16.1% | +42.8% | -58.9% | -19.0% |
| 3Y | -1.5% | +181.3% | -182.8% | -11.8% |
| 5Y | +20.4% | +157.6% | -137.1% | +6.7% |
| All | +20.4% | +149.7% | -129.2% | +6.7% |
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