+60.7%
BMY vs HALO
+979.6%
-918.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -2.7% | -2.0% | -4.3% |
| 30D | -0.1% | +5.3% | -5.4% | -0.9% |
| 3M | +13.1% | +51.6% | -38.5% | +5.2% |
| 6M | +8.4% | +61.3% | -52.8% | -0.4% |
| YTD | +22.0% | +59.3% | -37.3% | +12.2% |
| 1Y | +40.3% | +38.3% | +2.0% | +31.9% |
| 3Y | +20.5% | +185.9% | -165.3% | -1.6% |
| 5Y | +23.7% | +159.9% | -136.2% | +0.1% |
| All | +60.7% | +979.6% | -918.8% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling