-68.3%
TTD vs HALO
+41.1%
-109.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.7% |
| 7D | -0.6% | -2.7% | +2.1% | -1.6% |
| 30D | +6.3% | +5.3% | +1.0% | +8.6% |
| 3M | -24.1% | +51.6% | -75.7% | -14.3% |
| 6M | -47.4% | +61.3% | -108.7% | -40.2% |
| YTD | -62.2% | +59.3% | -121.5% | -57.0% |
| 1Y | -68.3% | +38.3% | -106.6% | -65.2% |
| All | -68.3% | +41.1% | -109.4% | -65.2% |
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