+1,507.9%
TD vs HALO
+2,417.6%
-909.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.6% | -3.4% | +0.8% | -2.2% |
| 30D | -1.0% | +4.3% | -5.3% | -1.5% |
| 3M | +5.6% | +51.8% | -46.1% | +0.6% |
| 6M | +27.1% | +57.8% | -30.7% | +20.4% |
| YTD | +29.4% | +59.0% | -29.6% | +22.2% |
| 1Y | +60.7% | +41.2% | +19.5% | +53.6% |
| 3Y | +127.6% | +177.8% | -50.2% | +97.4% |
| 5Y | +125.4% | +159.5% | -34.1% | +94.3% |
| 10Y | +300.4% | +963.6% | -663.2% | +183.7% |
| All | +1,507.9% | +2,417.6% | -909.7% | +765.8% |
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