+5,744.5%
MU vs HALO
+977.5%
+4,767.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | +2.0% | -3.4% | +5.4% | +3.0% |
| 30D | +12.5% | +4.3% | +8.3% | +11.1% |
| 3M | +9.6% | +51.8% | -42.2% | -3.4% |
| 6M | +142.6% | +57.8% | +84.8% | +110.9% |
| YTD | +242.7% | +59.0% | +183.7% | +196.2% |
| 1Y | +599.3% | +41.2% | +558.1% | +523.9% |
| 3Y | +1,308.3% | +177.8% | +1,130.4% | +872.3% |
| 5Y | +1,263.7% | +159.5% | +1,104.3% | +825.1% |
| All | +5,744.5% | +977.5% | +4,767.0% | +2,785.2% |
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 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