-46.7%
TOST vs HALO
+162.8%
-209.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.4% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | -3.5% | +5.0% | -8.5% | -5.1% |
| 3M | +38.1% | +53.1% | -15.0% | +17.7% |
| 6M | +9.9% | +60.8% | -50.9% | -8.5% |
| YTD | -6.3% | +60.9% | -67.2% | -22.5% |
| 1Y | -18.3% | +42.8% | -61.1% | -29.7% |
| 3Y | +59.7% | +181.3% | -121.5% | -11.8% |
| All | -46.7% | +162.8% | -209.5% | -73.0% |
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