-20.3%
BROS vs HALO
+92.7%
-113.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +2.5% | +0.2% | +2.2% | +2.4% |
| 30D | +15.1% | +20.3% | -5.3% | +13.1% |
| 3M | -31.4% | +56.6% | -88.0% | -34.3% |
| 6M | -22.6% | +101.9% | -124.5% | -30.8% |
| YTD | -28.1% | +93.7% | -121.8% | -32.6% |
| 1Y | -20.3% | +91.5% | -111.8% | -25.7% |
| All | -20.3% | +92.7% | -113.0% | -25.7% |
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