+2,448.5%
HALO vs BB
-49.9%
+2,498.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +5.0% | -12.4% | +17.4% | +7.2% |
| 3M | +53.1% | -15.3% | +68.4% | +55.4% |
| 6M | +60.8% | +128.8% | -68.0% | +34.9% |
| YTD | +60.9% | +107.7% | -46.7% | +37.2% |
| 1Y | +42.8% | +103.9% | -61.1% | +21.0% |
| 3Y | +181.3% | +72.6% | +108.7% | +131.2% |
| 5Y | +157.6% | -24.3% | +181.8% | +137.4% |
| 10Y | +910.4% | +3.1% | +907.2% | +609.5% |
| All | +2,448.5% | -49.9% | +2,498.3% | +1,831.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling