-34.0%
BROS vs HALO
+41.1%
-75.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -5.8% | -2.7% | -3.0% | -5.5% |
| 30D | -14.0% | +5.3% | -19.3% | -14.4% |
| 3M | -32.5% | +51.6% | -84.1% | -37.8% |
| 6M | -14.9% | +61.3% | -76.2% | -23.3% |
| YTD | -28.3% | +59.3% | -87.6% | -34.1% |
| 1Y | -34.0% | +38.3% | -72.3% | -40.8% |
| All | -34.0% | +41.1% | -75.0% | -40.8% |
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 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