+285.6%
MRVL vs HALO
+158.6%
+127.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +5.6% | -2.7% | +8.3% | +6.3% |
| 30D | +8.8% | +5.3% | +3.4% | +7.3% |
| 3M | -15.9% | +51.6% | -67.4% | -24.7% |
| 6M | +161.3% | +61.3% | +100.0% | +129.5% |
| YTD | +178.2% | +59.3% | +119.0% | +144.6% |
| 1Y | +255.3% | +38.3% | +217.0% | +222.6% |
| 3Y | +323.1% | +185.9% | +137.3% | +185.5% |
| All | +285.6% | +158.6% | +127.0% | +152.6% |
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