+1,520.5%
MOD vs HALO
+928.6%
+591.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +6.3% | +0.5% | +5.8% | +6.2% |
| 30D | -1.7% | +5.0% | -6.7% | -3.0% |
| 3M | -30.1% | +53.1% | -83.2% | -38.1% |
| 6M | +2.7% | +60.8% | -58.1% | -10.3% |
| YTD | +44.1% | +60.9% | -16.9% | +25.3% |
| 1Y | +38.7% | +42.8% | -4.1% | +24.1% |
| 3Y | +309.8% | +181.3% | +128.5% | +185.9% |
| 5Y | +1,569.7% | +157.6% | +1,412.1% | +1,055.6% |
| 10Y | +1,520.5% | +910.4% | +610.1% | +687.7% |
| All | +1,520.5% | +928.6% | +591.9% | +687.7% |
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