+2,417.1%
MSCI vs HALO
+1,265.4%
+1,151.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.4% | +4.6% | -4.2% | -0.5% |
| 30D | +0.6% | +31.8% | -31.3% | -5.3% |
| 3M | -7.1% | +53.9% | -61.0% | -15.3% |
| 6M | +0.8% | +57.4% | -56.5% | -8.8% |
| YTD | +1.0% | +63.7% | -62.7% | -9.7% |
| 1Y | +4.3% | +50.1% | -45.8% | -5.3% |
| 3Y | +9.9% | +157.3% | -147.4% | -13.8% |
| 5Y | -6.8% | +161.0% | -167.7% | -28.4% |
| 10Y | +614.7% | +1,018.7% | -404.0% | +285.3% |
| All | +2,417.1% | +1,265.4% | +1,151.7% | +662.0% |
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