-16.7%
TRI vs HALO
+92.7%
-109.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | +6.4% |
| 7D | +1.0% | +0.2% | +0.7% | +1.0% |
| 30D | +20.8% | +20.3% | +0.4% | +20.9% |
| 3M | +8.1% | +56.6% | -48.5% | +9.1% |
| 6M | +24.2% | +101.9% | -77.7% | +29.9% |
| YTD | -7.8% | +93.7% | -101.4% | -5.8% |
| 1Y | -16.7% | +91.5% | -108.2% | -15.2% |
| All | -16.7% | +92.7% | -109.4% | -15.2% |
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 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