+6,770.4%
MELI vs HALO
+1,159.7%
+5,610.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.1% | -2.7% | -1.4% | -3.4% |
| 30D | +3.8% | +5.3% | -1.5% | +2.3% |
| 3M | +17.8% | +51.6% | -33.7% | +4.7% |
| 6M | +7.4% | +61.3% | -53.8% | -6.2% |
| YTD | -5.8% | +59.3% | -65.1% | -17.9% |
| 1Y | -18.9% | +38.3% | -57.1% | -26.9% |
| 3Y | +33.3% | +185.9% | -152.5% | -6.7% |
| 5Y | +2.7% | +159.9% | -157.2% | -26.9% |
| 10Y | +962.9% | +965.6% | -2.7% | +387.0% |
| All | +6,770.4% | +1,159.7% | +5,610.7% | +1,566.4% |
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 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