+486.9%
TRI vs HALO
+2,422.4%
-1,935.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -7.9% | -2.7% | -5.2% | -7.6% |
| 30D | -4.5% | +5.3% | -9.8% | -5.0% |
| 3M | +22.1% | +51.6% | -29.5% | +17.1% |
| 6M | -2.8% | +61.3% | -64.0% | -7.4% |
| YTD | -23.4% | +59.3% | -82.7% | -27.2% |
| 1Y | -41.5% | +38.3% | -79.8% | -43.7% |
| 3Y | -19.2% | +185.9% | -205.1% | -28.7% |
| 5Y | -9.4% | +159.9% | -169.3% | -20.4% |
| 10Y | +195.6% | +965.6% | -770.0% | +117.9% |
| All | +486.9% | +2,422.4% | -1,935.5% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling