+40.9%
TTWO vs HALO
+158.6%
-117.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | -11.3% | +5.3% | -16.6% | -12.0% |
| 3M | +1.6% | +51.6% | -50.0% | -3.7% |
| 6M | +2.1% | +61.3% | -59.2% | -4.1% |
| YTD | -15.8% | +59.3% | -75.1% | -21.0% |
| 1Y | -12.6% | +38.3% | -50.9% | -16.6% |
| 3Y | +48.2% | +185.9% | -137.7% | +21.4% |
| All | +40.9% | +158.6% | -117.7% | +12.5% |
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