+269.4%
TRGP vs HALO
+178.1%
+91.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | +8.0% | +5.3% | +2.7% | +7.9% |
| 3M | +8.3% | +51.6% | -43.3% | +6.9% |
| 6M | +23.9% | +61.3% | -37.3% | +22.0% |
| YTD | +59.6% | +59.3% | +0.4% | +57.1% |
| 1Y | +79.4% | +38.3% | +41.2% | +77.7% |
| 3Y | +269.4% | +185.9% | +83.6% | +249.8% |
| All | +269.4% | +178.1% | +91.4% | +249.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling