+33.5%
BN vs HALO
+157.2%
-123.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -5.9% | -3.4% | -2.5% | -5.2% |
| 30D | -15.1% | +4.3% | -19.3% | -15.9% |
| 3M | -14.6% | +51.8% | -66.3% | -22.7% |
| 6M | -8.4% | +57.8% | -66.2% | -18.0% |
| YTD | -16.8% | +59.0% | -75.8% | -26.0% |
| 1Y | -14.4% | +41.2% | -55.5% | -21.8% |
| 3Y | +70.1% | +177.8% | -107.7% | +24.2% |
| 5Y | +33.5% | +159.5% | -125.9% | -6.0% |
| All | +33.5% | +157.2% | -123.7% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling