+185.9%
HALO vs TRU
-1.3%
+187.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -2.7% | -2.7% | 0.0% | -2.2% |
| 30D | +5.3% | -2.0% | +7.4% | +5.6% |
| 3M | +51.6% | +18.4% | +33.1% | +46.3% |
| 6M | +61.3% | +8.9% | +52.4% | +57.5% |
| YTD | +59.3% | -8.9% | +68.2% | +60.4% |
| 1Y | +38.3% | -15.9% | +54.1% | +41.4% |
| 3Y | +185.9% | -1.1% | +187.0% | +175.0% |
| All | +185.9% | -1.3% | +187.2% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling