+912.2%
BX vs HALO
+995.8%
-83.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -3.5% |
| 7D | -5.7% | -2.1% | -3.6% | -5.2% |
| 30D | -8.9% | +4.6% | -13.5% | -9.9% |
| 3M | +8.4% | +50.2% | -41.8% | -2.3% |
| 6M | +18.9% | +57.6% | -38.7% | +5.9% |
| YTD | -13.6% | +59.6% | -73.2% | -23.6% |
| 1Y | -22.4% | +41.2% | -63.6% | -29.6% |
| 3Y | +26.0% | +178.9% | -152.8% | -6.8% |
| 5Y | +18.8% | +160.1% | -141.3% | -12.0% |
| 10Y | +668.7% | +967.5% | -298.7% | +275.2% |
| All | +912.2% | +995.8% | -83.6% | +180.3% |
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 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