+46.6%
TEM vs HALO
+118.3%
-71.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -8.7% | -2.7% | -6.0% | -7.3% |
| 30D | +8.1% | +5.3% | +2.7% | +5.2% |
| 3M | +19.0% | +51.6% | -32.6% | -5.5% |
| 6M | +12.0% | +61.3% | -49.2% | -14.2% |
| YTD | -0.1% | +59.3% | -59.4% | -24.4% |
| 1Y | -33.5% | +38.3% | -71.8% | -45.4% |
| All | +46.6% | +118.3% | -71.7% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling