+966.8%
MOD vs HALO
+922.0%
+44.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.0% |
| 7D | -13.9% | -20.2% | +6.2% | -9.5% |
| 30D | -41.5% | -6.8% | -34.7% | -41.1% |
| 3M | -45.7% | -0.2% | -45.5% | -46.4% |
| 6M | -61.1% | +60.5% | -121.6% | -66.6% |
| YTD | -20.5% | +52.9% | -73.4% | -30.9% |
| 1Y | -32.1% | +50.8% | -82.9% | -40.9% |
| 3Y | +146.5% | +180.6% | -34.1% | +69.0% |
| 5Y | +812.7% | +166.6% | +646.2% | +512.8% |
| 10Y | +966.8% | +801.2% | +165.6% | +451.8% |
| All | +966.8% | +922.0% | +44.8% | +451.8% |
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