-2.4%
TJX vs HALO
+80.0%
-82.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.4% | -4.0% |
| 7D | -2.0% | -6.3% | +4.3% | -1.7% |
| 30D | +1.1% | +12.1% | -10.9% | +0.9% |
| 3M | -13.1% | +47.1% | -60.2% | -14.2% |
| 6M | -10.0% | +86.7% | -96.7% | -12.3% |
| YTD | -8.9% | +82.7% | -91.6% | -11.7% |
| 1Y | -2.4% | +80.0% | -82.4% | -5.5% |
| All | -2.4% | +80.0% | -82.4% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling