+19.7%
BROS vs HALO
+159.3%
-139.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -5.8% | -2.7% | -3.0% | -5.2% |
| 30D | -14.0% | +5.3% | -19.3% | -15.0% |
| 3M | -32.5% | +51.6% | -84.1% | -39.0% |
| 6M | -14.9% | +61.3% | -76.2% | -24.4% |
| YTD | -28.3% | +59.3% | -87.6% | -36.2% |
| 1Y | -34.0% | +38.3% | -72.3% | -39.5% |
| 3Y | +63.0% | +185.9% | -122.9% | +15.1% |
| All | +19.7% | +159.3% | -139.6% | -12.2% |
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