-38.6%
TYL vs HALO
+41.3%
-79.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | -8.6% | -2.1% | -6.5% | -8.4% |
| 30D | +7.5% | +4.6% | +2.9% | +7.2% |
| 3M | +10.9% | +50.2% | -39.3% | +7.9% |
| 6M | -6.7% | +57.6% | -64.3% | -9.0% |
| YTD | -24.5% | +59.6% | -84.1% | -24.6% |
| 1Y | -38.6% | +41.2% | -79.8% | -39.7% |
| All | -38.6% | +41.3% | -79.9% | -39.7% |
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