-29.5%
BITO vs HALO
+80.0%
-109.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.7% | +0.6% | -4.0% |
| 7D | -5.9% | -6.3% | +0.3% | -4.7% |
| 30D | -11.5% | +12.1% | -23.6% | -13.2% |
| 3M | +15.6% | +47.1% | -31.5% | +7.8% |
| 6M | -8.9% | +86.7% | -95.6% | -20.2% |
| YTD | -15.9% | +82.7% | -98.6% | -25.5% |
| 1Y | -29.5% | +80.0% | -109.5% | -36.8% |
| All | -29.5% | +80.0% | -109.5% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling