+266.6%
THC vs HALO
+178.6%
+88.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.0% |
| 7D | +4.1% | -2.1% | +6.2% | +4.5% |
| 30D | +3.5% | +4.6% | -1.1% | +2.6% |
| 3M | +61.7% | +50.2% | +11.5% | +49.4% |
| 6M | +11.8% | +57.6% | -45.8% | +2.3% |
| YTD | +35.4% | +59.6% | -24.2% | +23.1% |
| 1Y | +37.0% | +41.2% | -4.2% | +27.0% |
| All | +266.6% | +178.6% | +88.1% | +177.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling