+476.4%
BHP vs HALO
+979.6%
-503.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.6% | -2.7% | -0.9% | -3.2% |
| 30D | -1.2% | +5.3% | -6.5% | -2.1% |
| 3M | +1.2% | +51.6% | -50.4% | -6.2% |
| 6M | +21.4% | +61.3% | -39.8% | +11.2% |
| YTD | +50.4% | +59.3% | -8.9% | +37.9% |
| 1Y | +67.5% | +38.3% | +29.2% | +56.9% |
| 3Y | +72.8% | +185.9% | -113.0% | +36.6% |
| 5Y | +112.6% | +159.9% | -47.3% | +67.3% |
| All | +476.4% | +979.6% | -503.1% | +251.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling