+615.5%
MS vs HALO
+2,492.7%
-1,877.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | +4.6% | -3.2% | +0.3% |
| 30D | -0.3% | +31.8% | -32.1% | -6.9% |
| 3M | +0.3% | +53.9% | -53.6% | -9.9% |
| 6M | +31.3% | +57.4% | -26.0% | +17.1% |
| YTD | +24.7% | +63.7% | -39.1% | +9.7% |
| 1Y | +47.9% | +50.1% | -2.2% | +32.5% |
| 3Y | +178.3% | +157.3% | +21.0% | +110.1% |
| 5Y | +144.9% | +161.0% | -16.1% | +79.1% |
| 10Y | +804.5% | +1,018.7% | -214.1% | +329.1% |
| All | +615.5% | +2,492.7% | -1,877.2% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling