+700.5%
BNY vs HALO
+2,422.4%
-1,721.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | -0.2% | +5.3% | -5.5% | -1.1% |
| 3M | +14.9% | +51.6% | -36.6% | +6.8% |
| 6M | +40.0% | +61.3% | -21.3% | +28.5% |
| YTD | +42.0% | +59.3% | -17.3% | +30.4% |
| 1Y | +56.9% | +38.3% | +18.6% | +47.1% |
| 3Y | +289.9% | +185.9% | +104.0% | +214.3% |
| 5Y | +259.2% | +159.9% | +99.3% | +188.7% |
| 10Y | +413.3% | +965.6% | -552.3% | +205.8% |
| All | +700.5% | +2,422.4% | -1,721.9% | +236.5% |
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