+160.1%
HALO vs TAP
-0.5%
+160.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.1% | -5.1% | +3.0% | -0.9% |
| 30D | +4.6% | -8.4% | +13.1% | +6.7% |
| 3M | +50.2% | -3.9% | +54.2% | +51.2% |
| 6M | +57.6% | -14.4% | +72.0% | +62.9% |
| YTD | +59.6% | -14.7% | +74.3% | +64.3% |
| 1Y | +41.2% | -18.7% | +59.8% | +47.0% |
| 3Y | +178.9% | -32.6% | +211.5% | +202.1% |
| 5Y | +160.1% | -1.4% | +161.5% | +144.8% |
| All | +160.1% | -0.5% | +160.6% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling