+1,008.9%
BE vs HALO
+505.8%
+503.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.7% | +11.3% | +10.4% |
| 7D | +29.8% | +0.5% | +29.2% | +29.4% |
| 30D | +26.4% | +5.0% | +21.4% | +23.4% |
| 3M | +9.3% | +53.1% | -43.8% | -11.8% |
| 6M | +105.1% | +60.8% | +44.3% | +60.7% |
| YTD | +219.0% | +60.9% | +158.1% | +148.0% |
| 1Y | +418.8% | +42.8% | +376.0% | +325.2% |
| 3Y | +1,784.6% | +181.3% | +1,603.3% | +821.7% |
| 5Y | +1,251.0% | +157.6% | +1,093.4% | +555.2% |
| All | +1,008.9% | +505.8% | +503.1% | +190.2% |
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