+115.0%
UMC vs HALO
+92.7%
+22.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -14.7% | +0.2% | -14.9% | -14.7% |
| 30D | -32.9% | +20.3% | -53.2% | -33.7% |
| 3M | -22.2% | +56.6% | -78.8% | -25.4% |
| 6M | +25.9% | +101.9% | -76.0% | +11.9% |
| YTD | +107.9% | +93.7% | +14.3% | +88.9% |
| 1Y | +115.0% | +91.5% | +23.5% | +95.3% |
| All | +115.0% | +92.7% | +22.3% | +95.3% |
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