+21.4%
TMUS vs HALO
+170.1%
-148.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.9% | -3.2% | +8.1% | +4.9% |
| 30D | +7.7% | -14.2% | +21.9% | +7.7% |
| 3M | -6.8% | -0.4% | -6.4% | -6.9% |
| 6M | -9.7% | +43.2% | -52.9% | -10.4% |
| YTD | -15.0% | +49.0% | -63.9% | -15.7% |
| 1Y | -19.1% | +40.8% | -60.0% | -19.7% |
| 3Y | +21.4% | +167.4% | -146.0% | +18.4% |
| All | +21.4% | +170.1% | -148.7% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling