+994.6%
TRMB vs HALO
+2,448.5%
-1,453.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -1.2% | +5.0% | -6.3% | -2.2% |
| 3M | +9.6% | +53.1% | -43.5% | +0.8% |
| 6M | -16.1% | +60.8% | -76.9% | -23.8% |
| YTD | -25.0% | +60.9% | -85.9% | -32.0% |
| 1Y | -27.7% | +42.8% | -70.5% | -33.1% |
| 3Y | +15.3% | +181.3% | -166.0% | -8.7% |
| 5Y | -37.4% | +157.6% | -195.0% | -50.3% |
| 10Y | +117.5% | +910.4% | -792.9% | +30.2% |
| All | +994.6% | +2,448.5% | -1,453.9% | +360.9% |
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