+930.6%
TPR vs HALO
+2,268.7%
-1,338.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -1.1% | -18.1% | +17.0% | +1.8% |
| 30D | +15.1% | -8.2% | +23.3% | +16.2% |
| 3M | -13.4% | -1.1% | -12.3% | -13.6% |
| 6M | +1.4% | +41.9% | -40.6% | -5.0% |
| YTD | +4.8% | +49.6% | -44.8% | -2.8% |
| 1Y | +29.2% | +42.5% | -13.3% | +20.6% |
| 3Y | +403.7% | +170.3% | +233.4% | +313.3% |
| 5Y | +230.8% | +158.4% | +72.4% | +169.0% |
| 10Y | +369.2% | +700.2% | -331.0% | +208.3% |
| All | +930.6% | +2,268.7% | -1,338.1% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling