-45.5%
MUZ vs HALO
+43.0%
-88.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.7% | -12.1% | -12.8% |
| 7D | +14.0% | -20.2% | +34.2% | +10.0% |
| 30D | +57.6% | -6.8% | +64.4% | +52.7% |
| 3M | -3.1% | -0.2% | -2.9% | -6.0% |
| All | -45.5% | +43.0% | -88.5% | -37.2% |
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 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 · Available span rolling