+50.1%
HALO vs BBWI
-34.3%
+84.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -0.7% |
| 7D | +4.6% | +1.5% | +3.1% | +4.5% |
| 30D | +31.8% | -5.2% | +37.0% | +32.3% |
| 3M | +53.9% | +11.1% | +42.8% | +52.7% |
| 6M | +57.4% | -13.4% | +70.7% | +57.8% |
| YTD | +63.7% | +0.1% | +63.6% | +63.8% |
| 1Y | +50.1% | -36.1% | +86.2% | +46.2% |
| All | +50.1% | -34.3% | +84.4% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling