+20.7%
BMY vs HALO
+177.6%
-156.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -6.4% | -3.4% | -3.0% | -5.8% |
| 30D | +0.2% | +4.3% | -4.0% | -0.5% |
| 3M | +16.0% | +51.8% | -35.8% | +7.2% |
| 6M | +8.3% | +57.8% | -49.5% | -0.8% |
| YTD | +22.2% | +59.0% | -36.8% | +11.7% |
| 1Y | +41.7% | +41.2% | +0.5% | +32.0% |
| All | +20.7% | +177.6% | -156.8% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling