+5.6%
BTI vs HALO
+47.3%
-41.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -1.4% | +4.6% | -6.0% | -1.7% |
| 30D | -6.6% | +31.8% | -38.4% | -8.6% |
| 3M | -3.0% | +53.9% | -56.9% | -6.3% |
| 6M | -6.7% | +57.4% | -64.0% | -10.5% |
| YTD | +0.6% | +63.7% | -63.2% | -3.8% |
| 1Y | +5.6% | +50.1% | -44.5% | +1.3% |
| All | +5.6% | +47.3% | -41.7% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling