+789.3%
BRO vs HALO
+2,422.4%
-1,633.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 6M | -2.7% | +61.3% | -63.9% | -7.9% |
| YTD | -16.3% | +59.3% | -75.6% | -20.9% |
| 1Y | -29.1% | +38.3% | -67.4% | -32.0% |
| 3Y | -7.8% | +185.9% | -193.7% | -19.9% |
| 5Y | +18.7% | +159.9% | -141.2% | +3.0% |
| 10Y | +291.9% | +965.6% | -673.7% | +182.7% |
| All | +789.3% | +2,422.4% | -1,633.1% | +390.8% |
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