+81.0%
BSX vs HALO
+979.6%
-898.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | -2.7% | -7.4% | -9.7% |
| 30D | -16.4% | +5.3% | -21.7% | -17.1% |
| 3M | -8.9% | +51.6% | -60.4% | -14.8% |
| 6M | -38.3% | +61.3% | -99.5% | -42.9% |
| YTD | -54.9% | +59.3% | -114.2% | -58.4% |
| 1Y | -58.8% | +38.3% | -97.1% | -61.2% |
| 3Y | -21.2% | +185.9% | -207.1% | -36.3% |
| 5Y | -3.3% | +159.9% | -163.3% | -22.0% |
| All | +81.0% | +979.6% | -898.6% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling