-0.9%
TLT vs HALO
+178.6%
-179.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -0.3% | -2.1% | +1.8% | -0.2% |
| 30D | 0.0% | +4.6% | -4.7% | -0.2% |
| 3M | -2.9% | +50.2% | -53.1% | -4.4% |
| 6M | -6.3% | +57.6% | -63.9% | -7.9% |
| YTD | -3.3% | +59.6% | -62.9% | -5.1% |
| 1Y | -4.2% | +41.2% | -45.4% | -5.6% |
| All | -0.9% | +178.6% | -179.5% | -8.5% |
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 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