+2,492.7%
HALO vs TAP
+107.3%
+2,385.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.6% | -2.3% | +6.9% | +5.5% |
| 30D | +31.8% | -2.1% | +34.0% | +32.8% |
| 3M | +53.9% | +6.6% | +47.3% | +49.1% |
| 6M | +57.4% | -11.5% | +68.9% | +63.9% |
| YTD | +63.7% | -10.3% | +74.0% | +68.5% |
| 1Y | +50.1% | -14.4% | +64.5% | +56.8% |
| 3Y | +157.3% | -28.3% | +185.6% | +183.4% |
| 5Y | +161.0% | +1.7% | +159.3% | +139.7% |
| 10Y | +1,018.7% | -49.2% | +1,067.9% | +1,233.6% |
| All | +2,492.7% | +107.3% | +2,385.4% | +1,301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling