+19.4%
BRO vs HALO
+158.6%
-139.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.3% | -2.7% | -4.6% | -7.0% |
| 30D | -6.9% | +5.3% | -12.2% | -7.4% |
| 3M | +10.7% | +51.6% | -40.9% | +5.1% |
| 6M | -2.7% | +61.3% | -63.9% | -8.4% |
| YTD | -16.3% | +59.3% | -75.6% | -21.4% |
| 1Y | -29.1% | +38.3% | -67.4% | -32.2% |
| 3Y | -7.8% | +185.9% | -193.7% | -23.8% |
| All | +19.4% | +158.6% | -139.2% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling