+1,218.2%
BE vs HALO
+157.2%
+1,060.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +9.7% | -3.4% | +13.1% | +10.6% |
| 30D | +22.4% | +4.3% | +18.1% | +21.1% |
| 3M | +10.4% | +51.8% | -41.4% | -1.6% |
| 6M | +67.9% | +57.8% | +10.1% | +47.8% |
| YTD | +197.5% | +59.0% | +138.5% | +160.1% |
| 1Y | +310.6% | +41.2% | +269.4% | +270.3% |
| 3Y | +1,657.2% | +177.8% | +1,479.4% | +1,029.0% |
| 5Y | +1,218.2% | +159.5% | +1,058.7% | +716.7% |
| All | +1,218.2% | +157.2% | +1,060.9% | +716.7% |
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