-62.9%
MUZ vs HALO
+49.2%
-112.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.0% | -5.8% |
| 7D | -16.3% | -2.1% | -14.2% | -16.2% |
| 30D | -36.4% | +4.6% | -41.0% | -36.1% |
| 3M | -62.9% | +50.2% | -113.1% | -55.8% |
| All | -62.9% | +49.2% | -112.1% | -55.8% |
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