+475.1%
MULL vs HALO
+92.7%
+382.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.3% | -15.1% | -14.1% |
| 7D | -35.9% | +0.2% | -36.1% | -36.0% |
| 30D | -47.3% | +20.3% | -67.7% | -49.9% |
| 3M | -30.6% | +56.6% | -87.2% | -40.3% |
| 6M | +13.7% | +101.9% | -88.2% | -18.7% |
| YTD | +272.1% | +93.7% | +178.4% | +138.8% |
| 1Y | +475.1% | +91.5% | +383.5% | +278.6% |
| All | +475.1% | +92.7% | +382.4% | +278.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling