+2,791.2%
MSCI vs HALO
+1,142.5%
+1,648.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +2.7% | -3.2% | +5.9% | +3.3% |
| 30D | +17.4% | -14.2% | +31.6% | +20.7% |
| 3M | +14.8% | -0.4% | +15.2% | +14.4% |
| 6M | +16.1% | +43.2% | -27.1% | +6.8% |
| YTD | +16.0% | +49.0% | -33.0% | +5.2% |
| 1Y | +16.4% | +40.8% | -24.4% | +6.7% |
| 3Y | +35.3% | +167.4% | -132.1% | +5.1% |
| 5Y | +6.6% | +157.4% | -150.7% | -18.1% |
| 10Y | +815.7% | +697.1% | +118.6% | +429.9% |
| All | +2,791.2% | +1,142.5% | +1,648.7% | +788.1% |
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 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