+50.1%
HALO vs TDY
+11.8%
+38.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.6% | -1.8% | +6.4% | +5.0% |
| 30D | +31.8% | -10.7% | +42.5% | +34.7% |
| 3M | +53.9% | -1.3% | +55.2% | +54.1% |
| 6M | +57.4% | -10.6% | +67.9% | +59.4% |
| YTD | +63.7% | +19.6% | +44.2% | +63.5% |
| 1Y | +50.1% | +11.6% | +38.5% | +50.3% |
| All | +50.1% | +11.8% | +38.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling