+33.4%
TGT vs HALO
+60.4%
-27.0%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -3.1% |
| 7D | -3.6% | -2.1% | -1.5% | -3.4% |
| 30D | +4.4% | +4.6% | -0.2% | +4.1% |
| 3M | +25.4% | +50.2% | -24.9% | +19.8% |
| 6M | +33.4% | +57.6% | -24.2% | +25.7% |
| All | +33.4% | +60.4% | -27.0% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling