-4.6%
MDLZ vs HALO
+178.6%
-183.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | 0.0% | -2.1% | +2.0% | +0.1% |
| 30D | +1.4% | +4.6% | -3.2% | +1.2% |
| 3M | 0.0% | +50.2% | -50.2% | -2.6% |
| 6M | +9.1% | +57.6% | -48.5% | +5.9% |
| YTD | +17.9% | +59.6% | -41.6% | +14.0% |
| 1Y | +3.2% | +41.2% | -37.9% | +0.7% |
| All | -4.6% | +178.6% | -183.2% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling