+810.7%
MOD vs HALO
+692.7%
+118.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +16.1% | -18.1% | +34.2% | +21.2% |
| 30D | -38.5% | -8.2% | -30.4% | -37.9% |
| 3M | -46.8% | -1.1% | -45.7% | -47.4% |
| 6M | -61.6% | +41.9% | -103.5% | -65.8% |
| YTD | -20.5% | +49.6% | -70.1% | -30.5% |
| 1Y | -28.0% | +42.5% | -70.6% | -36.3% |
| 3Y | +134.9% | +170.3% | -35.3% | +63.3% |
| 5Y | +833.2% | +158.4% | +674.8% | +534.4% |
| All | +810.7% | +692.7% | +118.1% | +400.3% |
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 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