+41.9%
TMUS vs HALO
+156.4%
-114.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.3% |
| 7D | -5.3% | -2.1% | -3.2% | -5.2% |
| 30D | +0.1% | +4.6% | -4.6% | -0.3% |
| 3M | -0.6% | +50.2% | -50.8% | -4.3% |
| 6M | -17.5% | +57.6% | -75.2% | -21.0% |
| YTD | -11.3% | +59.6% | -70.8% | -15.2% |
| 1Y | -25.4% | +41.2% | -66.6% | -27.9% |
| 3Y | +35.5% | +178.9% | -143.3% | +16.7% |
| 5Y | +41.9% | +160.1% | -118.2% | +22.4% |
| All | +41.9% | +156.4% | -114.5% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling