-49.3%
TE vs HALO
+158.6%
-208.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.2% | -2.7% | +2.9% | +1.0% |
| 30D | -5.9% | +5.3% | -11.2% | -7.6% |
| 3M | -45.6% | +51.6% | -97.1% | -52.7% |
| 6M | -43.4% | +61.3% | -104.6% | -52.0% |
| YTD | -31.0% | +59.3% | -90.3% | -41.3% |
| 1Y | +145.2% | +38.3% | +106.9% | +117.3% |
| 3Y | -24.1% | +185.9% | -209.9% | -53.5% |
| All | -49.3% | +158.6% | -208.0% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling