+2,347.6%
BN vs HALO
+2,448.5%
-100.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -10.9% | +5.0% | -15.9% | -11.6% |
| 3M | -11.1% | +53.1% | -64.2% | -16.8% |
| 6M | -4.4% | +60.8% | -65.1% | -11.3% |
| YTD | -14.1% | +60.9% | -75.1% | -20.5% |
| 1Y | -11.1% | +42.8% | -53.8% | -16.3% |
| 3Y | +75.6% | +181.3% | -105.7% | +46.4% |
| 5Y | +35.8% | +157.6% | -121.8% | +13.3% |
| 10Y | +261.6% | +910.4% | -648.8% | +139.3% |
| All | +2,347.6% | +2,448.5% | -100.8% | +1,078.0% |
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