+37.7%
BEN vs HALO
+157.2%
-119.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +0.3% | -3.4% | +3.7% | +1.0% |
| 30D | +0.9% | +4.3% | -3.4% | +0.1% |
| 3M | +9.2% | +51.8% | -42.6% | +0.3% |
| 6M | +36.8% | +57.8% | -21.0% | +24.5% |
| YTD | +44.4% | +59.0% | -14.6% | +30.8% |
| 1Y | +45.8% | +41.2% | +4.7% | +34.9% |
| 3Y | +52.5% | +177.8% | -125.3% | +14.7% |
| 5Y | +37.7% | +159.5% | -121.8% | +1.9% |
| All | +37.7% | +157.2% | -119.5% | +1.9% |
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