-22.3%
MOH vs HALO
+158.6%
-181.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.7% | -2.7% | +4.4% | +2.0% |
| 30D | -0.9% | +5.3% | -6.2% | -1.5% |
| 3M | +5.7% | +51.6% | -45.9% | +0.3% |
| 6M | +39.1% | +61.3% | -22.1% | +30.9% |
| YTD | +17.7% | +59.3% | -41.6% | +10.0% |
| 1Y | +8.4% | +38.3% | -29.9% | +3.3% |
| 3Y | -36.6% | +185.9% | -222.4% | -46.4% |
| All | -22.3% | +158.6% | -181.0% | -38.0% |
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