+270.8%
MXL vs HALO
+1,175.3%
-904.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | +16.6% | -3.4% | +20.0% | +17.6% |
| 30D | +0.5% | +4.3% | -3.8% | -0.8% |
| 3M | -3.6% | +51.8% | -55.4% | -13.6% |
| 6M | +328.0% | +57.8% | +270.2% | +277.5% |
| YTD | +297.8% | +59.0% | +238.8% | +250.8% |
| 1Y | +339.4% | +41.2% | +298.3% | +298.2% |
| 3Y | +201.7% | +177.8% | +23.9% | +120.7% |
| 5Y | +32.8% | +159.5% | -126.7% | -2.3% |
| 10Y | +274.8% | +963.6% | -688.8% | +98.7% |
| All | +270.8% | +1,175.3% | -904.5% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling