-38.4%
TRI vs HALO
+47.3%
-85.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.5% |
| 7D | -0.5% | +4.6% | -5.1% | -0.4% |
| 30D | +7.9% | +31.8% | -24.0% | +8.9% |
| 3M | +24.1% | +53.9% | -29.8% | +27.4% |
| 6M | +3.8% | +57.4% | -53.5% | +7.0% |
| YTD | -16.9% | +63.7% | -80.6% | -14.4% |
| 1Y | -38.4% | +50.1% | -88.5% | -37.0% |
| All | -38.4% | +47.3% | -85.7% | -37.0% |
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