+277.6%
TSM vs HALO
+157.2%
+120.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.6% | -3.4% | +6.0% | +3.1% |
| 30D | +1.4% | +4.3% | -2.9% | +0.7% |
| 3M | +5.0% | +51.8% | -46.8% | -1.7% |
| 6M | +24.0% | +57.8% | -33.8% | +15.2% |
| YTD | +41.6% | +59.0% | -17.4% | +31.2% |
| 1Y | +66.2% | +41.2% | +25.0% | +56.5% |
| 3Y | +398.2% | +177.8% | +220.4% | +302.8% |
| 5Y | +277.6% | +159.5% | +118.1% | +194.4% |
| All | +277.6% | +157.2% | +120.4% | +194.4% |
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 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