+10,429.7%
TSM vs HALO
+2,492.7%
+7,937.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +2.7% | +4.6% | -1.9% | +2.1% |
| 30D | +3.6% | +31.8% | -28.2% | -0.2% |
| 3M | -3.4% | +53.9% | -57.3% | -8.8% |
| 6M | +20.6% | +57.4% | -36.8% | +13.4% |
| YTD | +41.9% | +63.7% | -21.9% | +32.6% |
| 1Y | +84.4% | +50.1% | +34.2% | +73.9% |
| 3Y | +380.2% | +157.3% | +222.9% | +313.4% |
| 5Y | +275.3% | +161.0% | +114.3% | +218.2% |
| 10Y | +1,751.4% | +1,018.7% | +732.7% | +1,178.1% |
| All | +10,429.7% | +2,492.7% | +7,937.0% | +5,529.4% |
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