-24.1%
TE vs HALO
+178.1%
-202.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.2% | -2.7% | +2.9% | +0.7% |
| 30D | -5.9% | +5.3% | -11.2% | -7.0% |
| 3M | -45.6% | +51.6% | -97.1% | -50.5% |
| 6M | -43.4% | +61.3% | -104.6% | -49.3% |
| YTD | -31.0% | +59.3% | -90.3% | -37.9% |
| 1Y | +145.2% | +38.3% | +106.9% | +127.4% |
| 3Y | -24.1% | +185.9% | -209.9% | -49.3% |
| All | -24.1% | +178.1% | -202.1% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling