+1,569.7%
MOD vs HALO
+149.7%
+1,420.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +6.3% | +0.5% | +5.8% | +6.2% |
| 30D | -1.7% | +5.0% | -6.7% | -2.7% |
| 3M | -30.1% | +53.1% | -83.2% | -36.3% |
| 6M | +2.7% | +60.8% | -58.1% | -7.6% |
| YTD | +44.1% | +60.9% | -16.9% | +29.3% |
| 1Y | +38.7% | +42.8% | -4.1% | +27.3% |
| 3Y | +309.8% | +181.3% | +128.5% | +202.9% |
| 5Y | +1,569.7% | +157.6% | +1,412.1% | +1,063.6% |
| All | +1,569.7% | +149.7% | +1,420.0% | +1,063.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling