+532.8%
HALO vs TW
+209.8%
+322.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.4% | -2.7% | -0.7% | -2.8% |
| 30D | +4.3% | -1.7% | +6.0% | +4.6% |
| 3M | +51.8% | +1.6% | +50.2% | +50.3% |
| 6M | +57.8% | -17.7% | +75.5% | +64.2% |
| YTD | +59.0% | -4.3% | +63.3% | +58.3% |
| 1Y | +41.2% | -13.1% | +54.3% | +44.0% |
| 3Y | +177.8% | +20.3% | +157.6% | +152.0% |
| 5Y | +159.5% | +22.0% | +137.5% | +130.0% |
| All | +532.8% | +209.8% | +322.9% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling