+70.3%
T vs HALO
+979.6%
-909.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | -2.7% | +4.2% | +1.7% |
| 30D | +7.5% | +5.3% | +2.1% | +7.0% |
| 3M | +14.8% | +51.6% | -36.7% | +10.6% |
| 6M | -1.7% | +61.3% | -63.0% | -6.0% |
| YTD | +8.7% | +59.3% | -50.6% | +4.0% |
| 1Y | -7.5% | +38.3% | -45.7% | -10.4% |
| 3Y | +110.2% | +185.9% | -75.6% | +86.6% |
| 5Y | +71.6% | +159.9% | -88.3% | +52.0% |
| All | +70.3% | +979.6% | -909.3% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 10y: compounded portfolio wealth divided by compounded HALO 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…
10y analysis · Full analysis span regression · 6 months rolling