+962.6%
MCHP vs HALO
+2,422.4%
-1,459.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | -2.7% | +2.8% | +0.5% |
| 30D | -6.0% | +5.3% | -11.3% | -6.9% |
| 3M | -19.7% | +51.6% | -71.2% | -25.0% |
| 6M | +14.0% | +61.3% | -47.2% | +5.2% |
| YTD | +18.4% | +59.3% | -40.9% | +9.4% |
| 1Y | +17.1% | +38.3% | -21.2% | +10.4% |
| 3Y | +0.7% | +185.9% | -185.2% | -17.4% |
| 5Y | +5.1% | +159.9% | -154.8% | -13.3% |
| 10Y | +206.3% | +965.6% | -759.3% | +105.7% |
| All | +962.6% | +2,422.4% | -1,459.7% | +485.2% |
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 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