+631.0%
MSCI vs HALO
+924.7%
-293.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | -1.2% | +4.6% | -5.8% | -2.1% |
| 3M | -8.4% | +50.2% | -58.6% | -16.3% |
| 6M | -1.0% | +57.6% | -58.6% | -10.7% |
| YTD | -2.3% | +59.6% | -61.8% | -12.5% |
| 1Y | -1.2% | +41.2% | -42.3% | -9.4% |
| 3Y | +7.9% | +178.9% | -170.9% | -18.8% |
| 5Y | -10.1% | +160.1% | -170.1% | -32.6% |
| 10Y | +631.0% | +967.5% | -336.5% | +318.4% |
| All | +631.0% | +924.7% | -293.7% | +318.4% |
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