+1,458.7%
BHP vs HALO
+2,426.8%
-968.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.2% |
| 30D | +4.0% | +4.6% | -0.6% | +3.3% |
| 3M | +11.3% | +50.2% | -39.0% | +4.1% |
| 6M | +29.3% | +57.6% | -28.3% | +20.0% |
| YTD | +59.2% | +59.6% | -0.4% | +47.2% |
| 1Y | +80.8% | +41.2% | +39.7% | +70.0% |
| 3Y | +88.0% | +178.9% | -90.9% | +54.4% |
| 5Y | +126.6% | +160.1% | -33.4% | +84.7% |
| 10Y | +515.7% | +967.5% | -451.8% | +284.0% |
| All | +1,458.7% | +2,426.8% | -968.1% | +606.4% |
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