-11.4%
MSCI vs HALO
+149.7%
-161.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.5% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -1.7% | +5.0% | -6.8% | -2.7% |
| 3M | -8.2% | +53.1% | -61.4% | -15.8% |
| 6M | -2.4% | +60.8% | -63.2% | -11.6% |
| YTD | -2.8% | +60.9% | -63.8% | -12.6% |
| 1Y | -2.7% | +42.8% | -45.5% | -10.3% |
| 3Y | +7.3% | +181.3% | -173.9% | -21.0% |
| 5Y | -11.4% | +157.6% | -169.0% | -35.2% |
| All | -11.4% | +149.7% | -161.1% | -35.2% |
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