+134.2%
BP vs HALO
+979.6%
-845.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +5.2% | -2.7% | +7.9% | +5.6% |
| 30D | +8.7% | +5.3% | +3.4% | +8.0% |
| 3M | +9.3% | +51.6% | -42.2% | +3.5% |
| 6M | +13.6% | +61.3% | -47.7% | +6.4% |
| YTD | +37.7% | +59.3% | -21.6% | +28.8% |
| 1Y | +40.6% | +38.3% | +2.4% | +33.9% |
| 3Y | +40.3% | +185.9% | -145.5% | +16.6% |
| 5Y | +141.4% | +159.9% | -18.5% | +99.0% |
| All | +134.2% | +979.6% | -845.4% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling