+2,302.1%
MULL vs HALO
+75.5%
+2,226.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -8.4% | -2.7% | -5.7% | -7.7% |
| 30D | +9.7% | +5.3% | +4.4% | +7.7% |
| 3M | -26.8% | +51.6% | -78.3% | -37.7% |
| 6M | +220.7% | +61.3% | +159.4% | +165.2% |
| YTD | +509.0% | +59.3% | +449.8% | +400.3% |
| 1Y | +1,739.5% | +38.3% | +1,701.2% | +1,481.0% |
| All | +2,302.1% | +75.5% | +2,226.6% | +1,621.3% |
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