+19.7%
TMO vs HALO
+80.0%
-60.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.5% | -2.9% |
| 7D | -4.5% | -6.3% | +1.7% | -3.1% |
| 30D | +3.1% | +12.1% | -9.0% | +0.8% |
| 3M | +17.2% | +47.1% | -29.9% | +7.7% |
| 6M | +45.3% | +86.7% | -41.4% | +26.3% |
| YTD | +17.1% | +82.7% | -65.6% | 0.0% |
| 1Y | +19.7% | +80.0% | -60.4% | +2.3% |
| All | +19.7% | +80.0% | -60.3% | +2.3% |
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