+302.0%
TRV vs HALO
+979.6%
-677.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +1.9% | -2.7% | +4.6% | +2.3% |
| 30D | +1.7% | +5.3% | -3.6% | +1.1% |
| 3M | +23.9% | +51.6% | -27.7% | +17.7% |
| 6M | +26.3% | +61.3% | -35.0% | +18.9% |
| YTD | +30.8% | +59.3% | -28.5% | +23.2% |
| 1Y | +36.3% | +38.3% | -1.9% | +30.3% |
| 3Y | +145.0% | +185.9% | -40.9% | +110.0% |
| 5Y | +163.9% | +159.9% | +3.9% | +124.6% |
| All | +302.0% | +979.6% | -677.5% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling