+803.2%
MS vs HALO
+924.7%
-121.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.7% | -2.1% | +3.7% | +2.1% |
| 30D | 0.0% | +4.6% | -4.6% | -1.0% |
| 3M | +3.0% | +50.2% | -47.2% | -6.0% |
| 6M | +35.7% | +57.6% | -21.9% | +22.3% |
| YTD | +23.3% | +59.6% | -36.3% | +10.5% |
| 1Y | +44.7% | +41.2% | +3.5% | +32.8% |
| 3Y | +178.0% | +178.9% | -0.9% | +109.5% |
| 5Y | +143.2% | +160.1% | -16.9% | +81.3% |
| 10Y | +803.2% | +967.5% | -164.3% | +360.4% |
| All | +803.2% | +924.7% | -121.5% | +360.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling