+180.3%
BP vs HALO
+2,448.5%
-2,268.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +0.9% | +0.5% | +0.4% | +0.9% |
| 30D | +9.1% | +5.0% | +4.1% | +8.5% |
| 3M | +3.9% | +53.1% | -49.2% | -0.9% |
| 6M | +13.6% | +60.8% | -47.1% | +7.6% |
| YTD | +34.0% | +60.9% | -26.9% | +26.7% |
| 1Y | +39.2% | +42.8% | -3.6% | +33.0% |
| 3Y | +36.4% | +181.3% | -144.8% | +18.7% |
| 5Y | +135.8% | +157.6% | -21.8% | +104.1% |
| 10Y | +125.0% | +910.4% | -785.3% | +63.2% |
| All | +180.3% | +2,448.5% | -2,268.2% | +65.2% |
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 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