+297.0%
MXL vs HALO
+92.7%
+204.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.3% | -12.5% | -11.2% |
| 7D | -24.3% | +0.2% | -24.6% | -24.3% |
| 30D | -46.1% | +20.3% | -66.4% | -46.8% |
| 3M | -21.8% | +56.6% | -78.4% | -25.3% |
| 6M | -27.2% | +101.9% | -129.1% | -32.5% |
| YTD | +226.2% | +93.7% | +132.5% | +220.8% |
| 1Y | +297.0% | +91.5% | +205.5% | +292.0% |
| All | +297.0% | +92.7% | +204.3% | +292.0% |
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