+6,920.3%
MU vs HALO
+2,492.7%
+4,427.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.2% |
| 7D | +9.0% | +4.6% | +4.4% | +7.8% |
| 30D | +13.8% | +31.8% | -18.0% | +6.0% |
| 3M | +2.1% | +53.9% | -51.8% | -8.4% |
| 6M | +153.8% | +57.4% | +96.4% | +126.0% |
| YTD | +256.4% | +63.7% | +192.7% | +213.7% |
| 1Y | +719.8% | +50.1% | +669.6% | +635.4% |
| 3Y | +1,360.4% | +157.3% | +1,203.0% | +1,006.8% |
| 5Y | +1,312.4% | +161.0% | +1,151.4% | +940.8% |
| 10Y | +6,142.6% | +1,018.7% | +5,123.9% | +3,030.1% |
| All | +6,920.3% | +2,492.7% | +4,427.6% | +2,218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling