+110.9%
MO vs HALO
+979.6%
-868.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.1% | -2.7% | +2.9% | +0.3% |
| 30D | +7.1% | +5.3% | +1.8% | +6.8% |
| 3M | -2.0% | +51.6% | -53.5% | -4.5% |
| 6M | +7.3% | +61.3% | -53.9% | +4.1% |
| YTD | +23.5% | +59.3% | -35.8% | +19.7% |
| 1Y | +11.0% | +38.3% | -27.3% | +8.5% |
| 3Y | +95.0% | +185.9% | -90.9% | +79.5% |
| 5Y | +100.6% | +159.9% | -59.3% | +84.2% |
| All | +110.9% | +979.6% | -868.7% | +85.8% |
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 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