+302.4%
MXL vs HALO
+979.6%
-677.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.5% |
| 7D | +18.9% | -2.7% | +21.6% | +19.9% |
| 30D | +0.3% | +5.3% | -5.0% | -1.8% |
| 3M | -8.0% | +51.6% | -59.6% | -21.1% |
| 6M | +341.2% | +61.3% | +280.0% | +267.5% |
| YTD | +327.8% | +59.3% | +268.5% | +258.6% |
| 1Y | +364.9% | +38.3% | +326.6% | +308.0% |
| 3Y | +229.2% | +185.9% | +43.4% | +104.6% |
| 5Y | +42.8% | +159.9% | -117.2% | -10.4% |
| All | +302.4% | +979.6% | -677.1% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling