-79.9%
TTD vs HALO
+158.6%
-238.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -0.6% | -2.7% | +2.1% | 0.0% |
| 30D | +6.3% | +5.3% | +1.0% | +5.1% |
| 3M | -24.1% | +51.6% | -75.7% | -33.0% |
| 6M | -47.4% | +61.3% | -108.7% | -54.6% |
| YTD | -62.2% | +59.3% | -121.5% | -67.5% |
| 1Y | -68.3% | +38.3% | -106.6% | -71.6% |
| 3Y | -83.4% | +185.9% | -269.3% | -89.8% |
| All | -79.9% | +158.6% | -238.5% | -88.6% |
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