+1,643.1%
TSM vs HALO
+689.5%
+953.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +6.2% | -3.2% | +9.4% | +6.8% |
| 30D | -7.3% | -14.2% | +6.9% | -5.1% |
| 3M | -7.1% | -0.4% | -6.7% | -7.7% |
| 6M | +0.2% | +43.2% | -42.9% | -7.5% |
| YTD | +32.2% | +49.0% | -16.7% | +20.7% |
| 1Y | +42.8% | +40.8% | +1.9% | +31.6% |
| 3Y | +330.4% | +167.4% | +163.0% | +234.0% |
| 5Y | +263.9% | +157.4% | +106.6% | +176.6% |
| All | +1,643.1% | +689.5% | +953.6% | +960.8% |
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