-44.8%
TOST vs HALO
+149.8%
-194.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.0% | -19.9% | +22.9% | +10.1% |
| 30D | +10.3% | -6.7% | +17.0% | +11.9% |
| 3M | -3.3% | +0.4% | -3.6% | -4.5% |
| 6M | +37.8% | +60.6% | -22.8% | +13.6% |
| YTD | -2.8% | +53.0% | -55.8% | -19.1% |
| 1Y | -9.6% | +51.4% | -61.0% | -24.8% |
| 3Y | +144.6% | +176.5% | -31.8% | +33.7% |
| 5Y | -31.0% | +169.7% | -200.7% | -67.0% |
| All | -44.8% | +149.8% | -194.6% | -71.9% |
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