-20.7%
MDLN vs HALO
+65.4%
-86.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -11.1% | -2.7% | -8.4% | -10.6% |
| 30D | -8.4% | +5.3% | -13.7% | -9.1% |
| 3M | -12.4% | +51.6% | -64.0% | -20.1% |
| 6M | -23.3% | +61.3% | -84.5% | -31.0% |
| YTD | -22.5% | +59.3% | -81.8% | -30.9% |
| All | -20.7% | +65.4% | -86.1% | -29.2% |
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 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