-35.4%
TLT vs HALO
+158.6%
-194.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.6% |
| 30D | -1.1% | +5.3% | -6.4% | -1.3% |
| 3M | -4.9% | +51.6% | -56.4% | -6.0% |
| 6M | -5.0% | +61.3% | -66.3% | -6.4% |
| YTD | -4.4% | +59.3% | -63.7% | -5.8% |
| 1Y | -6.4% | +38.3% | -44.7% | -7.4% |
| 3Y | -2.0% | +185.9% | -187.9% | -5.6% |
| All | -35.4% | +158.6% | -194.0% | -36.1% |
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