+1,538.9%
MCD vs HALO
+2,492.7%
-953.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.8% | +4.6% | -7.4% | -3.2% |
| 30D | -6.0% | +31.8% | -37.8% | -8.1% |
| 3M | -5.6% | +53.9% | -59.5% | -8.7% |
| 6M | -21.9% | +57.4% | -79.2% | -24.7% |
| YTD | -14.7% | +63.7% | -78.4% | -18.1% |
| 1Y | -17.3% | +50.1% | -67.4% | -20.1% |
| 3Y | -2.2% | +157.3% | -159.5% | -10.4% |
| 5Y | +20.3% | +161.0% | -140.7% | +9.0% |
| 10Y | +180.7% | +1,018.7% | -838.0% | +124.0% |
| All | +1,538.9% | +2,492.7% | -953.8% | +975.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling