+11.9%
TRMB vs HALO
+177.6%
-165.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.4% | -3.4% | -2.0% | -4.9% |
| 30D | -2.0% | +4.3% | -6.2% | -2.7% |
| 3M | +12.3% | +51.8% | -39.4% | +4.3% |
| 6M | -17.6% | +57.8% | -75.4% | -24.2% |
| YTD | -27.5% | +59.0% | -86.4% | -33.6% |
| 1Y | -29.1% | +41.2% | -70.3% | -33.8% |
| All | +11.9% | +177.6% | -165.6% | -12.4% |
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