+625.0%
HALO vs TAP
-46.0%
+671.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.1% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | -14.2% | +5.7% | -19.9% | -15.2% |
| 3M | -0.4% | -1.9% | +1.5% | -0.2% |
| 6M | +43.2% | +0.9% | +42.2% | +42.4% |
| YTD | +49.0% | -9.5% | +58.5% | +51.1% |
| 1Y | +40.8% | -9.0% | +49.8% | +42.5% |
| 3Y | +167.4% | -22.2% | +189.6% | +178.1% |
| 5Y | +157.4% | +1.2% | +156.1% | +149.7% |
| All | +625.0% | -46.0% | +671.0% | +681.6% |
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