+2,422.4%
HALO vs TDY
+3,056.2%
-633.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.1% |
| 30D | +5.3% | -12.0% | +17.4% | +13.4% |
| 3M | +51.6% | -3.2% | +54.8% | +53.9% |
| 6M | +61.3% | -7.9% | +69.1% | +67.5% |
| YTD | +59.3% | +18.2% | +41.1% | +41.6% |
| 1Y | +38.3% | +6.7% | +31.6% | +29.8% |
| 3Y | +185.9% | +47.5% | +138.3% | +115.3% |
| 5Y | +159.9% | +39.5% | +120.4% | +97.8% |
| 10Y | +965.6% | +477.2% | +488.4% | +191.4% |
| All | +2,422.4% | +3,056.2% | -633.9% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling