+67.5%
BN vs HALO
+178.1%
-110.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -5.2% | -2.7% | -2.5% | -4.7% |
| 30D | -14.5% | +5.3% | -19.8% | -15.2% |
| 3M | -15.0% | +51.6% | -66.6% | -21.3% |
| 6M | -5.4% | +61.3% | -66.7% | -13.6% |
| YTD | -16.4% | +59.3% | -75.7% | -23.8% |
| 1Y | -16.2% | +38.3% | -54.5% | -21.7% |
| 3Y | +67.5% | +185.9% | -118.3% | +28.2% |
| All | +67.5% | +178.1% | -110.6% | +28.2% |
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