+20.4%
BTDR vs HALO
+158.6%
-138.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -3.4% | -2.7% | -0.7% | -2.9% |
| 30D | +32.6% | +5.3% | +27.3% | +31.4% |
| 3M | -32.2% | +51.6% | -83.8% | -37.8% |
| 6M | +52.4% | +61.3% | -8.9% | +38.4% |
| YTD | +6.7% | +59.3% | -52.6% | -3.0% |
| 1Y | -15.2% | +38.3% | -53.5% | -21.2% |
| 3Y | +14.9% | +185.9% | -171.0% | -5.9% |
| All | +20.4% | +158.6% | -138.2% | -2.3% |
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