+3,609.6%
MCK vs HALO
+2,422.4%
+1,187.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.6% |
| 30D | +0.4% | +5.3% | -4.9% | -0.2% |
| 3M | +12.1% | +51.6% | -39.5% | +6.6% |
| 6M | -5.4% | +61.3% | -66.7% | -10.9% |
| YTD | +7.8% | +59.3% | -51.5% | +1.6% |
| 1Y | +22.9% | +38.3% | -15.3% | +17.7% |
| 3Y | +110.7% | +185.9% | -75.1% | +81.9% |
| 5Y | +346.2% | +159.9% | +186.2% | +283.1% |
| 10Y | +440.1% | +965.6% | -525.5% | +279.0% |
| All | +3,609.6% | +2,422.4% | +1,187.3% | +1,910.6% |
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