+43.1%
TJX vs HALO
+178.1%
-135.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -4.4% |
| 30D | -17.2% | +5.3% | -22.5% | -17.5% |
| 3M | -24.9% | +51.6% | -76.5% | -27.6% |
| 6M | -19.7% | +61.3% | -80.9% | -23.1% |
| YTD | -17.2% | +59.3% | -76.5% | -20.8% |
| 1Y | -9.4% | +38.3% | -47.7% | -12.3% |
| 3Y | +43.1% | +185.9% | -142.8% | +25.2% |
| All | +43.1% | +178.1% | -135.0% | +25.2% |
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