+320.5%
TMUS vs HALO
+1,110.9%
-790.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.4% |
| 7D | +0.1% | +4.6% | -4.5% | -0.7% |
| 30D | +5.3% | +31.8% | -26.6% | -0.3% |
| 3M | +3.1% | +53.9% | -50.8% | -5.3% |
| 6M | -16.5% | +57.4% | -73.8% | -23.8% |
| YTD | -9.2% | +63.7% | -72.9% | -18.0% |
| 1Y | -26.5% | +50.1% | -76.6% | -32.7% |
| 3Y | +39.0% | +157.3% | -118.3% | +10.5% |
| 5Y | +40.4% | +161.0% | -120.6% | +8.6% |
| 10Y | +303.7% | +1,018.7% | -715.0% | +113.9% |
| All | +320.5% | +1,110.9% | -790.4% | +58.1% |
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