+753.4%
MOD vs HALO
+155.8%
+597.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -15.7% | +21.4% | +8.4% |
| 7D | -25.5% | -20.8% | -4.7% | -22.7% |
| 30D | -49.0% | -6.5% | -42.5% | -48.8% |
| 3M | -49.8% | +20.8% | -70.7% | -52.4% |
| 6M | -64.8% | +56.2% | -121.0% | -68.5% |
| YTD | -27.6% | +54.0% | -81.6% | -35.2% |
| 1Y | -35.2% | +51.5% | -86.7% | -41.9% |
| 3Y | +137.1% | +193.9% | -56.8% | +70.0% |
| All | +753.4% | +155.8% | +597.7% | +515.6% |
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