-9.6%
TOST vs HALO
+50.4%
-60.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.0% | -19.9% | +22.9% | +4.4% |
| 30D | +10.3% | -6.7% | +17.0% | +10.8% |
| 3M | -3.3% | +0.4% | -3.6% | -3.3% |
| 6M | +37.8% | +60.6% | -22.8% | +32.9% |
| YTD | -2.8% | +53.0% | -55.8% | -3.9% |
| 1Y | -9.6% | +51.4% | -61.0% | -10.9% |
| All | -9.6% | +50.4% | -60.0% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling