+2,189.3%
TRGP vs HALO
+1,313.5%
+875.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -0.6% | -3.4% | +2.8% | +0.1% |
| 30D | +10.0% | +4.3% | +5.7% | +9.1% |
| 3M | +7.6% | +51.8% | -44.2% | -1.2% |
| 6M | +26.8% | +57.8% | -31.0% | +15.2% |
| YTD | +60.6% | +59.0% | +1.6% | +45.3% |
| 1Y | +82.5% | +41.2% | +41.3% | +68.5% |
| 3Y | +265.0% | +177.8% | +87.2% | +183.2% |
| 5Y | +645.9% | +159.5% | +486.4% | +474.8% |
| 10Y | +850.6% | +963.6% | -113.0% | +456.8% |
| All | +2,189.3% | +1,313.5% | +875.8% | +963.3% |
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