+661.1%
BX vs HALO
+979.6%
-318.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -2.7% | -2.9% | -5.0% |
| 30D | -12.2% | +5.3% | -17.5% | -13.4% |
| 3M | +7.4% | +51.6% | -44.2% | -3.6% |
| 6M | +22.2% | +61.3% | -39.1% | +7.9% |
| YTD | -14.0% | +59.3% | -73.3% | -24.2% |
| 1Y | -27.3% | +38.3% | -65.6% | -33.8% |
| 3Y | +24.5% | +185.9% | -161.3% | -10.0% |
| 5Y | +18.9% | +159.9% | -141.1% | -13.3% |
| All | +661.1% | +979.6% | -318.5% | +322.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling