+465.1%
MET vs HALO
+2,426.8%
-1,961.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -1.4% | +4.6% | -6.0% | -2.3% |
| 3M | +12.5% | +50.2% | -37.7% | +3.6% |
| 6M | +37.1% | +57.6% | -20.5% | +24.8% |
| YTD | +23.8% | +59.6% | -35.8% | +12.1% |
| 1Y | +24.1% | +41.2% | -17.0% | +14.8% |
| 3Y | +65.2% | +178.9% | -113.7% | +29.5% |
| 5Y | +82.3% | +160.1% | -77.8% | +41.5% |
| 10Y | +241.6% | +967.5% | -725.9% | +88.9% |
| All | +465.1% | +2,426.8% | -1,961.8% | +110.8% |
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