+341.6%
MOD vs HALO
+2,338.4%
-1,996.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -15.7% | +21.4% | +9.4% |
| 7D | -25.5% | -20.8% | -4.7% | -21.9% |
| 30D | -49.0% | -6.5% | -42.5% | -48.7% |
| 3M | -49.8% | +20.8% | -70.7% | -52.7% |
| 6M | -64.8% | +56.2% | -121.0% | -68.9% |
| YTD | -27.6% | +54.0% | -81.6% | -36.1% |
| 1Y | -35.2% | +51.5% | -86.7% | -42.7% |
| 3Y | +137.1% | +193.9% | -56.8% | +71.4% |
| 5Y | +760.3% | +154.6% | +605.7% | +529.1% |
| 10Y | +938.8% | +1,124.9% | -186.1% | +395.6% |
| All | +341.6% | +2,338.4% | -1,996.8% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling