-9.8%
TRI vs HALO
+158.6%
-168.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -7.9% | -2.7% | -5.2% | -7.7% |
| 30D | -4.5% | +5.3% | -9.8% | -4.9% |
| 3M | +22.1% | +51.6% | -29.5% | +18.1% |
| 6M | -2.8% | +61.3% | -64.0% | -6.5% |
| YTD | -23.4% | +59.3% | -82.7% | -26.6% |
| 1Y | -41.5% | +38.3% | -79.8% | -43.2% |
| 3Y | -19.2% | +185.9% | -205.1% | -28.5% |
| All | -9.8% | +158.6% | -168.5% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling