+210.4%
MGY vs HALO
+689.4%
-479.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.5% | -2.7% | +6.3% | +4.2% |
| 30D | +5.3% | +5.3% | 0.0% | +3.9% |
| 3M | +2.6% | +51.6% | -48.9% | -8.2% |
| 6M | -3.3% | +61.3% | -64.5% | -15.3% |
| YTD | +29.2% | +59.3% | -30.1% | +13.0% |
| 1Y | +18.0% | +38.3% | -20.2% | +6.8% |
| 3Y | +30.0% | +185.9% | -155.9% | -10.5% |
| 5Y | +92.7% | +159.9% | -67.3% | +30.9% |
| All | +210.4% | +689.4% | -479.0% | +46.0% |
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 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