+510.4%
BMY vs HALO
+2,448.5%
-1,938.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | -3.3% | +0.5% | -3.9% | -3.4% |
| 30D | 0.0% | +5.0% | -5.1% | -0.6% |
| 3M | +17.7% | +53.1% | -35.4% | +11.8% |
| 6M | +9.6% | +60.8% | -51.1% | +3.4% |
| YTD | +24.0% | +60.9% | -37.0% | +16.9% |
| 1Y | +45.1% | +42.8% | +2.3% | +38.6% |
| 3Y | +22.5% | +181.3% | -158.8% | +6.6% |
| 5Y | +22.3% | +157.6% | -135.3% | +5.8% |
| 10Y | +62.0% | +910.4% | -848.4% | +16.5% |
| All | +510.4% | +2,448.5% | -1,938.0% | +252.0% |
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