+0.8%
MTUM vs HALO
+80.0%
-79.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.7% | -2.6% | -7.7% |
| 7D | -16.1% | -6.3% | -9.8% | -15.6% |
| 30D | -22.8% | +12.1% | -34.9% | -23.1% |
| 3M | -19.1% | +47.1% | -66.2% | -21.3% |
| 6M | -13.7% | +86.7% | -100.4% | -19.1% |
| YTD | +0.4% | +82.7% | -82.3% | -6.1% |
| 1Y | +0.8% | +80.0% | -79.3% | -5.5% |
| All | +0.8% | +80.0% | -79.2% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling