+4.7%
MDT vs HALO
+47.3%
-42.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +3.2% | +4.6% | -1.4% | +2.5% |
| 30D | +9.5% | +31.8% | -22.3% | +4.3% |
| 3M | +16.0% | +53.9% | -37.9% | +7.0% |
| 6M | +0.2% | +57.4% | -57.2% | -8.5% |
| YTD | -0.3% | +63.7% | -64.0% | -10.3% |
| 1Y | +4.7% | +50.1% | -45.4% | -5.7% |
| All | +4.7% | +47.3% | -42.6% | -5.7% |
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