-25.1%
TGT vs HALO
+158.6%
-183.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -2.7% | -2.5% | -4.8% |
| 30D | +1.2% | +5.3% | -4.1% | +0.3% |
| 3M | +18.4% | +51.6% | -33.2% | +9.6% |
| 6M | +33.4% | +61.3% | -27.8% | +21.9% |
| YTD | +63.8% | +59.3% | +4.5% | +49.6% |
| 1Y | +77.2% | +38.3% | +38.9% | +65.7% |
| 3Y | +41.8% | +185.9% | -144.1% | +9.5% |
| All | -25.1% | +158.6% | -183.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling