+419.3%
HALO vs TRU
+226.0%
+193.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | -2.1% | -6.5% | +4.4% | +0.1% |
| 30D | +4.6% | -2.5% | +7.1% | +5.3% |
| 3M | +50.2% | +10.4% | +39.9% | +44.3% |
| 6M | +57.6% | +1.6% | +56.0% | +54.6% |
| YTD | +59.6% | -9.7% | +69.3% | +61.4% |
| 1Y | +41.2% | -17.3% | +58.4% | +46.4% |
| 3Y | +178.9% | -1.8% | +180.7% | +155.0% |
| 5Y | +160.1% | -36.2% | +196.3% | +181.8% |
| 10Y | +967.5% | +143.2% | +824.3% | +413.6% |
| All | +419.3% | +226.0% | +193.3% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling