+4.1%
MDLZ vs HALO
+41.1%
-36.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.9% | -2.7% | +4.6% | +1.9% |
| 30D | +0.4% | +5.3% | -4.9% | +0.5% |
| 3M | -0.6% | +51.6% | -52.2% | -0.4% |
| 6M | +14.7% | +61.3% | -46.5% | +15.0% |
| YTD | +18.0% | +59.3% | -41.3% | +17.0% |
| 1Y | +4.1% | +38.3% | -34.1% | +8.0% |
| All | +4.1% | +41.1% | -36.9% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling