+262.6%
THC vs HALO
+156.4%
+106.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.1% |
| 7D | +4.1% | -2.1% | +6.2% | +4.6% |
| 30D | +3.5% | +4.6% | -1.1% | +2.3% |
| 3M | +61.7% | +50.2% | +11.5% | +45.8% |
| 6M | +11.8% | +57.6% | -45.8% | -0.5% |
| YTD | +35.4% | +59.6% | -24.2% | +19.5% |
| 1Y | +37.0% | +41.2% | -4.2% | +24.4% |
| 3Y | +260.1% | +178.9% | +81.2% | +155.7% |
| 5Y | +262.6% | +160.1% | +102.5% | +146.7% |
| All | +262.6% | +156.4% | +106.2% | +146.7% |
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 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