-42.8%
TOST vs HALO
+160.1%
-202.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +4.0% | -20.2% | +24.2% | +11.2% |
| 30D | +11.1% | -6.8% | +17.8% | +12.7% |
| 3M | +0.8% | -0.2% | +1.0% | -0.2% |
| 6M | +38.8% | +60.5% | -21.7% | +15.0% |
| YTD | -2.1% | +52.9% | -55.0% | -18.1% |
| 1Y | -6.0% | +50.8% | -56.8% | -21.3% |
| 3Y | +149.8% | +180.6% | -30.8% | +36.8% |
| 5Y | -42.8% | +166.6% | -209.3% | -71.2% |
| All | -42.8% | +160.1% | -202.9% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling