+218.7%
TPR vs HALO
+156.4%
+62.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.1% |
| 7D | -7.3% | -2.1% | -5.2% | -6.9% |
| 30D | -30.7% | +4.6% | -35.4% | -31.3% |
| 3M | -21.6% | +50.2% | -71.9% | -27.8% |
| 6M | -21.3% | +57.6% | -78.9% | -28.3% |
| YTD | -10.2% | +59.6% | -69.7% | -18.5% |
| 1Y | +9.5% | +41.2% | -31.7% | +1.4% |
| 3Y | +280.8% | +178.9% | +101.9% | +186.8% |
| 5Y | +218.7% | +160.1% | +58.6% | +131.7% |
| All | +218.7% | +156.4% | +62.3% | +131.7% |
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 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