-13.6%
BKNG vs HALO
+92.7%
-106.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.6% |
| 7D | +15.6% | +0.2% | +15.3% | +15.5% |
| 30D | +8.0% | +20.3% | -12.4% | +5.0% |
| 3M | -11.8% | +56.6% | -68.4% | -17.3% |
| 6M | +3.8% | +101.9% | -98.1% | -5.1% |
| YTD | -19.6% | +93.7% | -113.3% | -28.4% |
| 1Y | -13.6% | +91.5% | -105.1% | -23.1% |
| All | -13.6% | +92.7% | -106.3% | -23.1% |
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