-32.6%
MOD vs HALO
+92.7%
-125.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.3% | -22.8% | -21.5% |
| 7D | -31.3% | +0.2% | -31.6% | -31.3% |
| 30D | -46.1% | +20.3% | -66.5% | -46.9% |
| 3M | -51.1% | +56.6% | -107.7% | -53.6% |
| 6M | -62.1% | +101.9% | -163.9% | -66.0% |
| YTD | -26.2% | +93.7% | -119.8% | -33.6% |
| 1Y | -32.6% | +91.5% | -124.1% | -38.8% |
| All | -32.6% | +92.7% | -125.3% | -38.8% |
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 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