+973.2%
THC vs HALO
+979.6%
-6.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.5% | -2.7% | +2.2% | +0.3% |
| 30D | -1.2% | +5.3% | -6.5% | -2.8% |
| 3M | +52.3% | +51.6% | +0.7% | +33.3% |
| 6M | +12.4% | +61.3% | -48.8% | -3.7% |
| YTD | +32.7% | +59.3% | -26.6% | +13.5% |
| 1Y | +36.4% | +38.3% | -1.9% | +21.6% |
| 3Y | +259.3% | +185.9% | +73.4% | +137.1% |
| 5Y | +262.7% | +159.9% | +102.7% | +137.5% |
| All | +973.2% | +979.6% | -6.3% | +430.8% |
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