+1,456.5%
TRV vs HALO
+2,417.6%
-961.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.5% | -3.4% | +1.9% | -1.1% |
| 30D | -1.8% | +4.3% | -6.1% | -2.3% |
| 3M | +21.6% | +51.8% | -30.2% | +15.6% |
| 6M | +22.5% | +57.8% | -35.3% | +15.8% |
| YTD | +28.1% | +59.0% | -30.8% | +20.9% |
| 1Y | +37.0% | +41.2% | -4.1% | +30.8% |
| 3Y | +141.9% | +177.8% | -36.0% | +109.5% |
| 5Y | +158.5% | +159.5% | -1.0% | +122.0% |
| 10Y | +297.5% | +963.6% | -666.1% | +178.7% |
| All | +1,456.5% | +2,417.6% | -961.1% | +715.7% |
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