+185.9%
HALO vs TDY
+46.9%
+139.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | +5.3% | -12.0% | +17.4% | +9.6% |
| 3M | +51.6% | -3.2% | +54.8% | +52.8% |
| 6M | +61.3% | -7.9% | +69.1% | +64.8% |
| YTD | +59.3% | +18.2% | +41.1% | +49.2% |
| 1Y | +38.3% | +6.7% | +31.6% | +34.2% |
| 3Y | +185.9% | +47.5% | +138.3% | +126.6% |
| All | +185.9% | +46.9% | +139.0% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling