-50.0%
TE vs HALO
+458.2%
-508.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -2.8% |
| 7D | +15.0% | -2.1% | +17.1% | +15.5% |
| 30D | -7.5% | +4.6% | -12.2% | -8.7% |
| 3M | -42.0% | +50.2% | -92.2% | -47.8% |
| 6M | -31.4% | +57.6% | -89.0% | -39.4% |
| YTD | -26.5% | +59.6% | -86.1% | -35.2% |
| 1Y | +153.1% | +41.2% | +111.9% | +129.0% |
| 3Y | -20.7% | +178.9% | -199.5% | -43.1% |
| 5Y | -45.4% | +160.1% | -205.5% | -61.6% |
| All | -50.0% | +458.2% | -508.2% | -66.4% |
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