+407.0%
TSM vs HALO
+178.6%
+228.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +4.8% | -2.1% | +6.8% | +5.0% |
| 30D | +4.0% | +4.6% | -0.6% | +3.5% |
| 3M | +2.0% | +50.2% | -48.3% | -2.6% |
| 6M | +25.5% | +57.6% | -32.1% | +19.1% |
| YTD | +44.0% | +59.6% | -15.6% | +36.4% |
| 1Y | +75.4% | +41.2% | +34.3% | +67.9% |
| All | +407.0% | +178.6% | +228.4% | +333.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling