+610.3%
BDX vs HALO
+2,417.6%
-1,807.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.4% | -3.4% | -2.0% | -5.1% |
| 30D | -2.2% | +4.3% | -6.4% | -2.6% |
| 3M | +20.1% | +51.8% | -31.7% | +15.5% |
| 6M | +9.1% | +57.8% | -48.7% | +4.5% |
| YTD | +17.9% | +59.0% | -41.1% | +12.7% |
| 1Y | +22.1% | +41.2% | -19.1% | +17.8% |
| 3Y | -10.5% | +177.8% | -188.4% | -19.7% |
| 5Y | -2.6% | +159.5% | -162.1% | -13.0% |
| 10Y | +57.5% | +963.6% | -906.1% | +21.3% |
| All | +610.3% | +2,417.6% | -1,807.3% | +355.6% |
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 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