+328.6%
TMO vs HALO
+979.6%
-650.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -2.7% | +2.1% | -0.1% |
| 30D | +1.1% | +5.3% | -4.2% | +0.1% |
| 3M | +28.3% | +51.6% | -23.2% | +18.4% |
| 6M | +23.3% | +61.3% | -38.0% | +12.3% |
| YTD | +5.5% | +59.3% | -53.8% | -4.0% |
| 1Y | +24.5% | +38.3% | -13.7% | +16.2% |
| 3Y | +19.6% | +185.9% | -166.3% | -4.9% |
| 5Y | +8.1% | +159.9% | -151.8% | -14.4% |
| All | +328.6% | +979.6% | -650.9% | +176.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling