-2.8%
BLK vs HALO
+41.1%
-43.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -2.7% | -0.6% | -3.2% |
| 30D | -6.5% | +5.3% | -11.8% | -6.6% |
| 3M | +6.7% | +51.6% | -44.8% | +5.5% |
| 6M | +14.7% | +61.3% | -46.5% | +12.6% |
| YTD | +2.5% | +59.3% | -56.8% | +0.1% |
| 1Y | -2.8% | +38.3% | -41.0% | -8.8% |
| All | -2.8% | +41.1% | -43.8% | -8.8% |
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