+22.6%
BROS vs HALO
+159.7%
-137.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -6.6% | -2.1% | -4.5% | -6.2% |
| 30D | -12.3% | +4.6% | -17.0% | -13.3% |
| 3M | -22.2% | +50.2% | -72.4% | -29.6% |
| 6M | -14.3% | +57.6% | -71.9% | -23.4% |
| YTD | -26.6% | +59.6% | -86.1% | -34.6% |
| 1Y | -31.5% | +41.2% | -72.7% | -37.5% |
| 3Y | +62.3% | +178.9% | -116.6% | +15.7% |
| All | +22.6% | +159.7% | -137.1% | -10.2% |
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 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