+3,869.8%
TYL vs HALO
+2,492.7%
+1,377.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -3.7% | +4.6% | -8.3% | -4.3% |
| 30D | +18.7% | +31.8% | -13.1% | +14.0% |
| 3M | +18.1% | +53.9% | -35.8% | +11.0% |
| 6M | -1.1% | +57.4% | -58.5% | -7.6% |
| YTD | -19.8% | +63.7% | -83.5% | -25.6% |
| 1Y | -34.3% | +50.1% | -84.4% | -38.4% |
| 3Y | -8.2% | +157.3% | -165.6% | -22.3% |
| 5Y | -25.4% | +161.0% | -186.4% | -37.7% |
| 10Y | +115.6% | +1,018.7% | -903.1% | +42.4% |
| All | +3,869.8% | +2,492.7% | +1,377.1% | +2,028.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling