+1,137.2%
BTI vs HALO
+2,422.4%
-1,285.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | -1.1% | +5.3% | -6.4% | -1.5% |
| 3M | -8.8% | +51.6% | -60.3% | -11.8% |
| 6M | -4.0% | +61.3% | -65.2% | -7.6% |
| YTD | +0.4% | +59.3% | -58.9% | -3.5% |
| 1Y | +1.9% | +38.3% | -36.3% | -1.0% |
| 3Y | +108.5% | +185.9% | -77.4% | +88.8% |
| 5Y | +118.5% | +159.9% | -41.4% | +97.4% |
| 10Y | +75.1% | +965.6% | -890.5% | +38.2% |
| All | +1,137.2% | +2,422.4% | -1,285.1% | +706.6% |
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