+594.9%
THC vs HALO
+2,259.3%
-1,664.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.0% | -3.2% | +4.2% | +1.6% |
| 30D | +5.3% | -14.2% | +19.5% | +8.4% |
| 3M | +7.1% | -0.4% | +7.5% | +6.7% |
| 6M | +46.0% | +43.2% | +2.9% | +34.4% |
| YTD | +43.9% | +49.0% | -5.1% | +30.8% |
| 1Y | +45.4% | +40.8% | +4.6% | +33.8% |
| 3Y | +421.3% | +167.4% | +253.9% | +305.1% |
| 5Y | +261.5% | +157.4% | +104.1% | +177.6% |
| 10Y | +1,865.8% | +697.1% | +1,168.8% | +1,078.6% |
| All | +594.9% | +2,259.3% | -1,664.4% | +171.3% |
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