+680.7%
UMC vs HALO
+2,417.6%
-1,736.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +11.4% | -3.4% | +14.8% | +11.9% |
| 30D | +16.8% | +4.3% | +12.5% | +16.0% |
| 3M | +19.1% | +51.8% | -32.7% | +11.4% |
| 6M | +137.4% | +57.8% | +79.6% | +120.8% |
| YTD | +186.4% | +59.0% | +127.4% | +165.6% |
| 1Y | +229.1% | +41.2% | +187.9% | +210.0% |
| 3Y | +257.9% | +177.8% | +80.0% | +197.6% |
| 5Y | +137.5% | +159.5% | -21.9% | +97.0% |
| 10Y | +1,808.2% | +963.6% | +844.5% | +1,147.8% |
| All | +680.7% | +2,417.6% | -1,736.9% | +275.7% |
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