-6.8%
TSN vs HALO
+979.6%
-986.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.0% | -2.7% | +5.7% | +3.3% |
| 30D | -4.2% | +5.3% | -9.5% | -4.7% |
| 3M | -3.9% | +51.6% | -55.5% | -8.3% |
| 6M | -9.8% | +61.3% | -71.1% | -14.7% |
| YTD | -7.3% | +59.3% | -66.6% | -12.3% |
| 1Y | -2.2% | +38.3% | -40.5% | -6.1% |
| 3Y | +11.9% | +185.9% | -174.0% | -3.5% |
| 5Y | -16.9% | +159.9% | -176.9% | -28.7% |
| All | -6.8% | +979.6% | -986.4% | -35.0% |
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