+1,263.7%
MU vs HALO
+157.2%
+1,106.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | +2.0% | -3.4% | +5.4% | +2.7% |
| 30D | +12.5% | +4.3% | +8.3% | +11.5% |
| 3M | +9.6% | +51.8% | -42.2% | -0.3% |
| 6M | +142.6% | +57.8% | +84.8% | +118.3% |
| YTD | +242.7% | +59.0% | +183.7% | +206.8% |
| 1Y | +599.3% | +41.2% | +558.1% | +541.0% |
| 3Y | +1,308.3% | +177.8% | +1,130.4% | +964.0% |
| 5Y | +1,263.7% | +159.5% | +1,104.3% | +875.8% |
| All | +1,263.7% | +157.2% | +1,106.5% | +875.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling