+1,952.9%
TSCO vs HALO
+2,422.4%
-469.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 3M | +6.3% | +51.6% | -45.2% | +0.2% |
| 6M | -32.3% | +61.3% | -93.5% | -36.8% |
| YTD | -32.7% | +59.3% | -92.0% | -37.2% |
| 1Y | -43.7% | +38.3% | -81.9% | -46.5% |
| 3Y | -19.7% | +185.9% | -205.5% | -32.4% |
| 5Y | -11.6% | +159.9% | -171.6% | -25.7% |
| 10Y | +184.1% | +965.6% | -781.5% | +89.9% |
| All | +1,952.9% | +2,422.4% | -469.4% | +958.4% |
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