+185.3%
HALO vs BB
+62.2%
+123.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | -3.4% | -2.1% | -1.3% | -3.3% |
| 30D | +4.3% | -16.0% | +20.3% | +5.4% |
| 3M | +51.8% | -14.5% | +66.3% | +52.4% |
| 6M | +57.8% | +118.6% | -60.8% | +45.8% |
| YTD | +59.0% | +98.9% | -40.0% | +48.0% |
| 1Y | +41.2% | +99.5% | -58.3% | +30.5% |
| All | +185.3% | +62.2% | +123.2% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling