+846.8%
TTWO vs HALO
+2,422.4%
-1,575.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -2.7% | +3.1% | +0.8% |
| 30D | -11.3% | +5.3% | -16.6% | -12.2% |
| 3M | +1.6% | +51.6% | -50.0% | -5.3% |
| 6M | +2.1% | +61.3% | -59.2% | -6.0% |
| YTD | -15.8% | +59.3% | -75.1% | -22.6% |
| 1Y | -12.6% | +38.3% | -50.9% | -17.9% |
| 3Y | +48.2% | +185.9% | -137.7% | +19.4% |
| 5Y | +40.0% | +159.9% | -120.0% | +12.6% |
| 10Y | +404.1% | +965.6% | -561.5% | +208.1% |
| All | +846.8% | +2,422.4% | -1,575.6% | +285.8% |
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