+87.9%
TRGP vs HALO
+92.7%
-4.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.9% | -4.4% |
| 7D | -6.5% | +0.2% | -6.7% | -6.4% |
| 30D | -0.4% | +20.3% | -20.8% | +1.5% |
| 3M | +8.8% | +56.6% | -47.8% | +13.8% |
| 6M | +11.0% | +101.9% | -90.9% | +17.3% |
| YTD | +57.4% | +93.7% | -36.3% | +67.3% |
| 1Y | +87.9% | +91.5% | -3.7% | +101.1% |
| All | +87.9% | +92.7% | -4.8% | +101.1% |
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