+272.1%
OMC vs HALO
+2,426.8%
-2,154.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.4% |
| 7D | -4.2% | -2.1% | -2.2% | -4.0% |
| 30D | -7.5% | +4.6% | -12.1% | -8.0% |
| 3M | +4.6% | +50.2% | -45.6% | -0.2% |
| 6M | -4.8% | +57.6% | -62.4% | -9.8% |
| YTD | -1.0% | +59.6% | -60.6% | -6.6% |
| 1Y | +3.8% | +41.2% | -37.3% | -0.8% |
| 3Y | +10.2% | +178.9% | -168.7% | -4.0% |
| 5Y | +29.7% | +160.1% | -130.4% | +12.6% |
| 10Y | +32.3% | +967.5% | -935.2% | -5.3% |
| All | +272.1% | +2,426.8% | -2,154.7% | +111.9% |
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