+850.1%
TRGP vs HALO
+979.6%
-129.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | +8.0% | +5.3% | +2.7% | +6.6% |
| 3M | +8.3% | +51.6% | -43.3% | -3.2% |
| 6M | +23.9% | +61.3% | -37.3% | +8.6% |
| YTD | +59.6% | +59.3% | +0.4% | +39.8% |
| 1Y | +79.4% | +38.3% | +41.2% | +62.4% |
| 3Y | +269.4% | +185.9% | +83.6% | +154.9% |
| 5Y | +641.6% | +159.9% | +481.7% | +407.3% |
| All | +850.1% | +979.6% | -129.4% | +342.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling