+0.8%
MUB vs HALO
+157.2%
-156.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -1.2% | -3.4% | +2.2% | -1.2% |
| 30D | -2.8% | +4.3% | -7.0% | -2.8% |
| 3M | -3.1% | +51.8% | -54.8% | -3.6% |
| 6M | -2.9% | +57.8% | -60.7% | -3.5% |
| YTD | -2.0% | +59.0% | -61.0% | -2.6% |
| 1Y | 0.0% | +41.2% | -41.2% | -0.5% |
| 3Y | +7.4% | +177.8% | -170.4% | +5.4% |
| 5Y | +0.8% | +159.5% | -158.7% | -1.0% |
| All | +0.8% | +157.2% | -156.4% | -1.0% |
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 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