+34.3%
MOD vs HALO
+41.3%
-7.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | +3.6% | -2.1% | +5.7% | +3.9% |
| 30D | -2.6% | +4.6% | -7.3% | -3.2% |
| 3M | -33.1% | +50.2% | -83.4% | -37.3% |
| 6M | -7.5% | +57.6% | -65.1% | -14.9% |
| YTD | +39.3% | +59.6% | -20.3% | +28.1% |
| 1Y | +34.3% | +41.2% | -6.9% | +26.7% |
| All | +34.3% | +41.3% | -7.0% | +26.7% |
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 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