-21.0%
MDLN vs HALO
+65.1%
-86.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | -11.5% | -3.4% | -8.1% | -10.8% |
| 30D | -7.6% | +4.3% | -11.8% | -8.2% |
| 3M | -11.4% | +51.8% | -63.1% | -19.1% |
| 6M | -24.5% | +57.8% | -82.3% | -32.3% |
| YTD | -22.9% | +59.0% | -81.9% | -31.1% |
| All | -21.0% | +65.1% | -86.1% | -29.5% |
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