-48.3%
MUZ vs HALO
+81.1%
-129.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.3% | +12.9% | +14.3% |
| 7D | +47.2% | +0.2% | +47.0% | +47.1% |
| 30D | +57.1% | +20.3% | +36.7% | +58.0% |
| 3M | -5.3% | +56.6% | -61.9% | -1.3% |
| All | -48.3% | +81.1% | -129.3% | -38.2% |
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 · Available span rolling