+84.6%
MRK vs HALO
+92.7%
-8.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.6% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +7.8% | +20.3% | -12.6% | +3.1% |
| 3M | +18.2% | +56.6% | -38.4% | +6.6% |
| 6M | +34.7% | +101.9% | -67.2% | +13.2% |
| YTD | +45.8% | +93.7% | -47.9% | +22.1% |
| 1Y | +84.6% | +91.5% | -7.0% | +56.2% |
| All | +84.6% | +92.7% | -8.1% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling