+76.5%
TNA vs HALO
+979.6%
-903.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -7.3% | -2.7% | -4.6% | -5.5% |
| 30D | -14.2% | +5.3% | -19.5% | -17.4% |
| 3M | -4.6% | +51.6% | -56.1% | -30.2% |
| 6M | +36.9% | +61.3% | -24.3% | -4.7% |
| YTD | +42.5% | +59.3% | -16.7% | -0.6% |
| 1Y | +45.8% | +38.3% | +7.5% | +11.3% |
| 3Y | +104.7% | +185.9% | -81.2% | -18.4% |
| 5Y | -21.7% | +159.9% | -181.6% | -66.1% |
| All | +76.5% | +979.6% | -903.0% | -61.1% |
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 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