+185.9%
HALO vs TW
+19.1%
+166.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.7% | -4.5% | +1.8% | -2.4% |
| 30D | +5.3% | -2.3% | +7.6% | +5.5% |
| 3M | +51.6% | +2.6% | +49.0% | +50.8% |
| 6M | +61.3% | -17.5% | +78.8% | +63.9% |
| YTD | +59.3% | -5.3% | +64.6% | +58.3% |
| 1Y | +38.3% | -14.8% | +53.0% | +40.1% |
| 3Y | +185.9% | +18.8% | +167.0% | +152.7% |
| All | +185.9% | +19.1% | +166.8% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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