+349.5%
MTUM vs HALO
+979.6%
-630.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.7% | -2.7% | +3.4% | +1.2% |
| 30D | -2.4% | +5.3% | -7.8% | -3.4% |
| 3M | -3.6% | +51.6% | -55.2% | -10.9% |
| 6M | +23.7% | +61.3% | -37.6% | +13.0% |
| YTD | +22.9% | +59.3% | -36.4% | +12.3% |
| 1Y | +21.8% | +38.3% | -16.5% | +13.8% |
| 3Y | +114.4% | +185.9% | -71.4% | +68.7% |
| 5Y | +79.6% | +159.9% | -80.4% | +40.4% |
| All | +349.5% | +979.6% | -630.1% | +187.9% |
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