+696.3%
TEL vs HALO
+951.0%
-254.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +1.6% | -2.7% | +4.3% | +2.1% |
| 30D | -0.7% | +5.3% | -6.0% | -1.7% |
| 3M | +2.4% | +51.6% | -49.1% | -6.1% |
| 6M | +4.1% | +61.3% | -57.1% | -5.7% |
| YTD | -5.8% | +59.3% | -65.1% | -14.7% |
| 1Y | +0.9% | +38.3% | -37.4% | -6.3% |
| 3Y | +72.6% | +185.9% | -113.3% | +34.4% |
| 5Y | +57.5% | +159.9% | -102.4% | +22.7% |
| 10Y | +313.6% | +965.6% | -652.0% | +131.5% |
| All | +696.3% | +951.0% | -254.7% | +179.2% |
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 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