-28.0%
TYL vs HALO
+149.7%
-177.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.7% | -4.2% |
| 7D | -7.6% | +0.5% | -8.1% | -7.7% |
| 30D | +11.3% | +5.0% | +6.3% | +10.4% |
| 3M | +14.5% | +53.1% | -38.6% | +6.1% |
| 6M | -7.1% | +60.8% | -67.9% | -14.9% |
| YTD | -23.4% | +60.9% | -84.3% | -29.9% |
| 1Y | -38.6% | +42.8% | -81.4% | -42.7% |
| 3Y | -11.3% | +181.3% | -192.6% | -32.4% |
| 5Y | -28.0% | +157.6% | -185.5% | -47.7% |
| All | -28.0% | +149.7% | -177.6% | -47.7% |
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 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