+876.3%
HALO vs BB
+1.6%
+874.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | +5.3% | -12.5% | +17.9% | +7.1% |
| 3M | +51.6% | -17.4% | +69.0% | +54.0% |
| 6M | +61.3% | +119.1% | -57.9% | +40.3% |
| YTD | +59.3% | +102.4% | -43.1% | +40.0% |
| 1Y | +38.3% | +98.2% | -59.9% | +21.0% |
| 3Y | +185.9% | +46.9% | +138.9% | +150.5% |
| 5Y | +159.9% | -26.4% | +186.3% | +145.7% |
| All | +876.3% | +1.6% | +874.7% | +554.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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