+394.9%
TTWO vs HALO
+979.6%
-584.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -2.7% | +3.1% | +0.9% |
| 30D | -11.3% | +5.3% | -16.6% | -12.3% |
| 3M | +1.6% | +51.6% | -50.0% | -6.4% |
| 6M | +2.1% | +61.3% | -59.2% | -7.2% |
| YTD | -15.8% | +59.3% | -75.1% | -23.6% |
| 1Y | -12.6% | +38.3% | -50.9% | -18.7% |
| 3Y | +48.2% | +185.9% | -137.7% | +13.1% |
| 5Y | +40.0% | +159.9% | -120.0% | +6.2% |
| All | +394.9% | +979.6% | -584.7% | +189.3% |
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