+347.8%
TSN vs HALO
+2,426.8%
-2,079.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -7.3% | -2.1% | -5.2% | -7.1% |
| 30D | -8.6% | +4.6% | -13.3% | -9.1% |
| 3M | -7.5% | +50.2% | -57.8% | -11.5% |
| 6M | -14.1% | +57.6% | -71.7% | -18.4% |
| YTD | -9.4% | +59.6% | -69.0% | -14.2% |
| 1Y | -4.1% | +41.2% | -45.3% | -8.0% |
| 3Y | +10.3% | +178.9% | -168.5% | -3.2% |
| 5Y | -19.7% | +160.1% | -179.8% | -30.1% |
| 10Y | -7.0% | +967.5% | -974.5% | -32.8% |
| All | +347.8% | +2,426.8% | -2,079.0% | +143.6% |
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