+90.4%
TLT vs HALO
+2,448.5%
-2,358.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.3% | +5.0% | -5.3% | -0.1% |
| 3M | -1.7% | +53.1% | -54.9% | -0.4% |
| 6M | -4.9% | +60.8% | -65.7% | -3.4% |
| YTD | -2.8% | +60.9% | -63.7% | -1.3% |
| 1Y | -4.2% | +42.8% | -47.0% | -3.0% |
| 3Y | -1.1% | +181.3% | -182.3% | +2.9% |
| 5Y | -33.7% | +157.6% | -191.3% | -30.9% |
| 10Y | -20.7% | +910.4% | -931.0% | -11.4% |
| All | +90.4% | +2,448.5% | -2,358.1% | +132.0% |
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