+43.1%
MOD vs HALO
+47.3%
-4.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +9.6% | +4.6% | +5.0% | +9.0% |
| 30D | 0.0% | +31.8% | -31.8% | -3.6% |
| 3M | -35.4% | +53.9% | -89.3% | -39.5% |
| 6M | -7.3% | +57.4% | -64.6% | -14.6% |
| YTD | +45.8% | +63.7% | -17.9% | +33.6% |
| 1Y | +43.1% | +50.1% | -7.0% | +34.3% |
| All | +43.1% | +47.3% | -4.1% | +34.3% |
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