-10.4%
TSCO vs HALO
+158.6%
-169.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.7% | -2.7% | -2.9% | -5.3% |
| 30D | -8.8% | +5.3% | -14.1% | -9.5% |
| 3M | +6.3% | +51.6% | -45.2% | -0.7% |
| 6M | -32.3% | +61.3% | -93.5% | -37.4% |
| YTD | -32.7% | +59.3% | -92.0% | -37.9% |
| 1Y | -43.7% | +38.3% | -81.9% | -46.9% |
| 3Y | -19.7% | +185.9% | -205.5% | -35.3% |
| All | -10.4% | +158.6% | -169.0% | -28.2% |
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