+702.8%
TWLO vs HALO
+1,124.3%
-421.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -3.9% | -3.4% | -0.5% | -2.7% |
| 30D | -9.7% | +4.3% | -14.0% | -11.2% |
| 3M | +11.6% | +51.8% | -40.2% | -3.1% |
| 6M | +84.7% | +57.8% | +26.9% | +57.6% |
| YTD | +62.5% | +59.0% | +3.5% | +37.3% |
| 1Y | +121.7% | +41.2% | +80.5% | +94.3% |
| 3Y | +253.0% | +177.8% | +75.1% | +124.0% |
| 5Y | -32.5% | +159.5% | -191.9% | -56.8% |
| 10Y | +312.7% | +963.6% | -650.9% | +57.7% |
| All | +702.8% | +1,124.3% | -421.4% | +194.4% |
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