+50.1%
HALO vs TRU
-7.3%
+57.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.2% |
| 7D | +4.6% | -6.8% | +11.4% | +5.4% |
| 30D | +31.8% | 0.0% | +31.8% | +31.7% |
| 3M | +53.9% | +13.3% | +40.6% | +51.6% |
| 6M | +57.4% | +3.4% | +53.9% | +55.4% |
| YTD | +63.7% | -6.4% | +70.1% | +62.6% |
| 1Y | +50.1% | -9.7% | +59.8% | +53.8% |
| All | +50.1% | -7.3% | +57.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling