+117.9%
BTSG vs HALO
+92.7%
+25.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +17.4% | +0.2% | +17.2% | +17.4% |
| 30D | +12.6% | +20.3% | -7.8% | +10.2% |
| 3M | +11.2% | +56.6% | -45.4% | +4.8% |
| 6M | +30.4% | +101.9% | -71.5% | +18.6% |
| YTD | +86.4% | +93.7% | -7.3% | +65.5% |
| 1Y | +117.9% | +91.5% | +26.4% | +95.4% |
| All | +117.9% | +92.7% | +25.2% | +95.4% |
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