-10.5%
TEM vs HALO
+92.7%
-103.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.4% |
| 7D | -1.3% | +0.2% | -1.5% | -1.5% |
| 30D | -9.5% | +20.3% | -29.8% | -17.0% |
| 3M | +60.7% | +56.6% | +4.1% | +31.5% |
| 6M | +35.5% | +101.9% | -66.4% | +1.0% |
| YTD | +28.0% | +93.7% | -65.6% | -10.0% |
| 1Y | -10.5% | +91.5% | -102.0% | -35.6% |
| All | -10.5% | +92.7% | -103.2% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling