+237.8%
TMUS vs HALO
+689.5%
-451.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.9% | -3.2% | +8.1% | +5.3% |
| 30D | +7.7% | -14.2% | +21.9% | +9.2% |
| 3M | -6.8% | -0.4% | -6.4% | -7.1% |
| 6M | -9.7% | +43.2% | -52.9% | -14.2% |
| YTD | -15.0% | +49.0% | -63.9% | -19.8% |
| 1Y | -19.1% | +40.8% | -60.0% | -23.3% |
| 3Y | +21.4% | +167.4% | -146.0% | +2.6% |
| 5Y | +51.2% | +157.4% | -106.2% | +26.0% |
| All | +237.8% | +689.5% | -451.8% | +147.0% |
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 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