-37.2%
TRMB vs HALO
+158.6%
-195.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.0% | -2.7% | -0.3% | -2.4% |
| 30D | +2.3% | +5.3% | -3.0% | +1.0% |
| 3M | +15.3% | +51.6% | -36.2% | +3.4% |
| 6M | -14.7% | +61.3% | -76.0% | -25.0% |
| YTD | -26.4% | +59.3% | -85.7% | -35.4% |
| 1Y | -30.4% | +38.3% | -68.7% | -36.8% |
| 3Y | +13.5% | +185.9% | -172.3% | -21.4% |
| All | -37.2% | +158.6% | -195.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling