+876.3%
HALO vs TAP
-49.9%
+926.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -2.7% | -3.9% | +1.2% | -1.9% |
| 30D | +5.3% | -5.3% | +10.6% | +6.4% |
| 3M | +51.6% | -3.8% | +55.3% | +52.5% |
| 6M | +61.3% | -11.4% | +72.6% | +64.7% |
| YTD | +59.3% | -13.7% | +73.0% | +63.2% |
| 1Y | +38.3% | -17.2% | +55.5% | +42.7% |
| 3Y | +185.9% | -33.1% | +218.9% | +206.3% |
| 5Y | +159.9% | +0.8% | +159.2% | +153.3% |
| All | +876.3% | -49.9% | +926.2% | +885.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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