+2,281.8%
TMO vs HALO
+2,422.4%
-140.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -2.7% | +2.1% | -0.3% |
| 30D | +1.1% | +5.3% | -4.2% | +0.4% |
| 3M | +28.3% | +51.6% | -23.2% | +20.8% |
| 6M | +23.3% | +61.3% | -38.0% | +15.0% |
| YTD | +5.5% | +59.3% | -53.8% | -1.6% |
| 1Y | +24.5% | +38.3% | -13.7% | +18.3% |
| 3Y | +19.6% | +185.9% | -166.3% | +0.9% |
| 5Y | +8.1% | +159.9% | -151.8% | -9.0% |
| 10Y | +336.7% | +965.6% | -628.9% | +193.1% |
| All | +2,281.8% | +2,422.4% | -140.6% | +1,093.0% |
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