-48.1%
TOST vs HALO
+160.5%
-208.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -4.7% | -2.1% | -2.6% | -4.0% |
| 30D | -9.1% | +4.6% | -13.7% | -10.5% |
| 3M | +29.8% | +50.2% | -20.4% | +11.3% |
| 6M | +10.0% | +57.6% | -47.6% | -7.7% |
| YTD | -8.6% | +59.6% | -68.2% | -24.3% |
| 1Y | -20.7% | +41.2% | -61.9% | -31.5% |
| 3Y | +55.7% | +178.9% | -123.2% | -13.8% |
| All | -48.1% | +160.5% | -208.6% | -73.7% |
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