+8.0%
MMM vs HALO
+40.2%
-32.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -3.2% | -3.4% | +0.2% | -2.8% |
| 30D | -10.7% | +4.3% | -14.9% | -11.1% |
| 3M | +4.3% | +51.8% | -47.5% | -2.0% |
| 6M | +5.9% | +57.8% | -51.9% | -1.5% |
| YTD | +3.2% | +59.0% | -55.8% | -3.9% |
| 1Y | +8.0% | +41.2% | -33.2% | +3.3% |
| All | +8.0% | +40.2% | -32.2% | +3.3% |
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