+33.0%
BLK vs HALO
+158.6%
-125.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -2.7% | -0.6% | -2.9% |
| 30D | -6.5% | +5.3% | -11.8% | -7.3% |
| 3M | +6.7% | +51.6% | -44.8% | -0.6% |
| 6M | +14.7% | +61.3% | -46.5% | +5.5% |
| YTD | +2.5% | +59.3% | -56.8% | -5.9% |
| 1Y | -2.8% | +38.3% | -41.0% | -8.7% |
| 3Y | +65.9% | +185.9% | -120.0% | +29.4% |
| All | +33.0% | +158.6% | -125.6% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling