+19,567.8%
BKNG vs HALO
+2,417.6%
+17,150.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -10.7% | -3.4% | -7.3% | -10.2% |
| 30D | -18.1% | +4.3% | -22.4% | -18.7% |
| 3M | +8.5% | +51.8% | -43.3% | +1.4% |
| 6M | -0.1% | +57.8% | -57.9% | -7.3% |
| YTD | -18.2% | +59.0% | -77.2% | -24.5% |
| 1Y | -19.9% | +41.2% | -61.0% | -24.7% |
| 3Y | +41.6% | +177.8% | -136.2% | +16.3% |
| 5Y | +93.1% | +159.5% | -66.3% | +58.0% |
| 10Y | +214.8% | +963.6% | -748.8% | +98.1% |
| All | +19,567.8% | +2,417.6% | +17,150.2% | +8,524.9% |
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 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