+15.3%
BTDR vs HALO
+158.5%
-143.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | -3.2% | -3.4% | +0.2% | -2.6% |
| 30D | +32.7% | +4.3% | +28.4% | +31.7% |
| 3M | -28.4% | +51.8% | -80.2% | -34.2% |
| 6M | +51.7% | +57.8% | -6.1% | +38.4% |
| YTD | +2.9% | +59.0% | -56.1% | -6.3% |
| 1Y | -15.5% | +41.2% | -56.6% | -21.6% |
| 3Y | 0.0% | +177.8% | -177.8% | -17.7% |
| 5Y | +16.5% | +159.5% | -143.0% | -5.1% |
| All | +15.3% | +158.5% | -143.2% | -6.1% |
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