+4,407.5%
MU vs HALO
+689.5%
+3,718.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +12.8% | -3.2% | +16.0% | +13.8% |
| 30D | -14.9% | -14.2% | -0.7% | -11.5% |
| 3M | -18.0% | -0.4% | -17.6% | -18.6% |
| 6M | -3.1% | +43.2% | -46.3% | -14.3% |
| YTD | +172.9% | +49.0% | +123.9% | +137.1% |
| 1Y | +228.8% | +40.8% | +188.0% | +190.4% |
| 3Y | +950.8% | +167.4% | +783.5% | +618.3% |
| 5Y | +931.3% | +157.4% | +773.9% | +580.2% |
| All | +4,407.5% | +689.5% | +3,718.0% | +2,079.0% |
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 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