+119.9%
MS vs HALO
+160.1%
-40.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +0.7% | -20.2% | +20.9% | +4.1% |
| 30D | -0.9% | -6.8% | +5.9% | -0.1% |
| 3M | -13.0% | -0.2% | -12.8% | -13.3% |
| 6M | -2.0% | +60.5% | -62.5% | -10.1% |
| YTD | +7.8% | +52.9% | -45.1% | -0.6% |
| 1Y | +17.9% | +50.8% | -33.0% | +8.8% |
| 3Y | +174.8% | +180.6% | -5.8% | +116.6% |
| 5Y | +119.9% | +166.6% | -46.7% | +82.1% |
| All | +119.9% | +160.1% | -40.2% | +82.1% |
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