-4.1%
BRO vs HALO
+90.8%
-94.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.1% | +4.5% |
| 7D | +12.4% | +0.2% | +12.2% | +12.4% |
| 30D | +21.6% | +20.3% | +1.2% | +22.0% |
| 3M | +4.3% | +56.6% | -52.3% | +5.4% |
| 6M | +29.2% | +101.9% | -72.7% | +33.8% |
| YTD | -6.4% | +93.7% | -100.0% | -3.1% |
| All | -4.1% | +90.8% | -94.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling