+18.4%
BX vs HALO
+158.6%
-140.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -2.7% | -2.9% | -4.9% |
| 30D | -12.2% | +5.3% | -17.5% | -13.5% |
| 3M | +7.4% | +51.6% | -44.2% | -4.7% |
| 6M | +22.2% | +61.3% | -39.1% | +6.4% |
| YTD | -14.0% | +59.3% | -73.3% | -25.3% |
| 1Y | -27.3% | +38.3% | -65.6% | -34.5% |
| 3Y | +24.5% | +185.9% | -161.3% | -17.3% |
| All | +18.4% | +158.6% | -140.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling