+1.3%
BBY vs HALO
+158.6%
-157.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.1% |
| 30D | +9.4% | +5.3% | +4.1% | +8.4% |
| 3M | +19.3% | +51.6% | -32.2% | +10.2% |
| 6M | +47.9% | +61.3% | -13.3% | +34.6% |
| YTD | +39.6% | +59.3% | -19.7% | +26.9% |
| 1Y | +22.2% | +38.3% | -16.1% | +14.0% |
| 3Y | +45.0% | +185.9% | -140.9% | +10.6% |
| All | +1.3% | +158.6% | -157.4% | -24.8% |
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