+61.2%
BROS vs HALO
+177.6%
-116.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -6.1% | -3.4% | -2.7% | -5.7% |
| 30D | -12.4% | +4.3% | -16.6% | -12.8% |
| 3M | -27.9% | +51.8% | -79.7% | -32.2% |
| 6M | -16.8% | +57.8% | -74.6% | -22.3% |
| YTD | -29.0% | +59.0% | -88.0% | -33.7% |
| 1Y | -33.2% | +41.2% | -74.4% | -36.8% |
| All | +61.2% | +177.6% | -116.3% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling