+137.1%
MOD vs HALO
+193.0%
-55.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -15.7% | +21.4% | +7.3% |
| 7D | -25.5% | -20.8% | -4.7% | -23.9% |
| 30D | -49.0% | -6.5% | -42.5% | -48.9% |
| 3M | -49.8% | +20.8% | -70.7% | -51.6% |
| 6M | -64.8% | +56.2% | -121.0% | -67.3% |
| YTD | -27.6% | +54.0% | -81.6% | -32.9% |
| 1Y | -35.2% | +51.5% | -86.7% | -39.8% |
| 3Y | +137.1% | +193.9% | -56.8% | +84.7% |
| All | +137.1% | +193.0% | -55.9% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling