+2,448.5%
HALO vs BBWI
+258.0%
+2,190.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.9% |
| 7D | +0.5% | +1.6% | -1.0% | +0.1% |
| 30D | +5.0% | -6.2% | +11.2% | +6.1% |
| 3M | +53.1% | +4.3% | +48.8% | +49.8% |
| 6M | +60.8% | -7.2% | +67.9% | +59.9% |
| YTD | +60.9% | -3.0% | +64.0% | +57.4% |
| 1Y | +42.8% | -30.8% | +73.6% | +49.5% |
| 3Y | +181.3% | -43.4% | +224.6% | +191.6% |
| 5Y | +157.6% | -66.7% | +224.3% | +192.1% |
| 10Y | +910.4% | -55.7% | +966.0% | +793.9% |
| All | +2,448.5% | +258.0% | +2,190.4% | +692.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling