+1,199.2%
TNA vs HALO
+2,615.7%
-1,416.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | -7.6% | -3.4% | -4.2% | -5.6% |
| 30D | -13.6% | +4.3% | -17.9% | -16.0% |
| 3M | +2.8% | +51.8% | -48.9% | -22.0% |
| 6M | +34.5% | +57.8% | -23.3% | -0.8% |
| YTD | +41.0% | +59.0% | -18.0% | +3.1% |
| 1Y | +52.0% | +41.2% | +10.9% | +18.6% |
| 3Y | +103.5% | +177.8% | -74.4% | -3.6% |
| 5Y | -22.5% | +159.5% | -182.0% | -60.8% |
| 10Y | +81.9% | +963.6% | -881.7% | -59.3% |
| All | +1,199.2% | +2,615.7% | -1,416.6% | -52.4% |
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 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