+482.5%
TGT vs HALO
+2,417.6%
-1,935.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -5.0% | -3.4% | -1.7% | -4.7% |
| 30D | +3.0% | +4.3% | -1.2% | +2.6% |
| 3M | +22.6% | +51.8% | -29.2% | +16.9% |
| 6M | +31.2% | +57.8% | -26.6% | +24.4% |
| YTD | +63.7% | +59.0% | +4.7% | +54.9% |
| 1Y | +78.5% | +41.2% | +37.3% | +70.8% |
| 3Y | +40.5% | +177.8% | -137.3% | +22.9% |
| 5Y | -25.6% | +159.5% | -185.0% | -35.0% |
| 10Y | +204.7% | +963.6% | -758.9% | +123.2% |
| All | +482.5% | +2,417.6% | -1,935.1% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling