+8.2%
BSX vs HALO
+2,417.6%
-2,409.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.1% |
| 7D | -8.2% | -3.4% | -4.8% | -7.8% |
| 30D | -15.8% | +4.3% | -20.1% | -16.3% |
| 3M | -10.8% | +51.8% | -62.6% | -16.1% |
| 6M | -38.4% | +57.8% | -96.2% | -42.4% |
| YTD | -54.8% | +59.0% | -113.8% | -57.9% |
| 1Y | -59.0% | +41.2% | -100.2% | -61.3% |
| 3Y | -20.0% | +177.8% | -197.8% | -32.9% |
| 5Y | -3.1% | +159.5% | -162.5% | -19.2% |
| 10Y | +83.3% | +963.6% | -880.3% | +20.0% |
| All | +8.2% | +2,417.6% | -2,409.5% | -48.6% |
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 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