+140.5%
MLM vs HALO
+692.7%
-552.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -2.0% | -18.1% | +16.1% | +1.0% |
| 30D | +9.5% | -8.2% | +17.7% | +10.8% |
| 3M | -4.7% | -1.1% | -3.6% | -4.9% |
| 6M | -10.7% | +41.9% | -52.6% | -16.3% |
| YTD | -16.6% | +49.6% | -66.1% | -22.7% |
| 1Y | -15.4% | +42.5% | -57.9% | -21.1% |
| 3Y | +15.9% | +170.3% | -154.3% | -5.8% |
| 5Y | +27.1% | +158.4% | -131.2% | +2.0% |
| All | +140.5% | +692.7% | -552.2% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling