-8.6%
BN vs HALO
+47.3%
-55.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.5% | +4.6% | -7.1% | -2.9% |
| 30D | -9.5% | +31.8% | -41.3% | -12.4% |
| 3M | -10.4% | +53.9% | -64.3% | -15.6% |
| 6M | -6.4% | +57.4% | -63.7% | -12.7% |
| YTD | -11.9% | +63.7% | -75.6% | -19.0% |
| 1Y | -8.6% | +50.1% | -58.7% | -15.0% |
| All | -8.6% | +47.3% | -55.9% | -15.0% |
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 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