-72.2%
TTD vs HALO
+47.3%
-119.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.6% |
| 7D | +6.3% | +4.6% | +1.7% | +8.0% |
| 30D | -23.9% | +31.8% | -55.7% | -14.2% |
| 3M | -31.4% | +53.9% | -85.3% | -22.0% |
| 6M | -42.7% | +57.4% | -100.0% | -34.8% |
| YTD | -62.0% | +63.7% | -125.7% | -56.5% |
| 1Y | -72.2% | +50.1% | -122.3% | -69.0% |
| All | -72.2% | +47.3% | -119.5% | -69.0% |
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