+159.5%
HALO vs BBWI
-69.5%
+228.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -3.4% | -8.0% | +4.6% | -2.4% |
| 30D | +4.3% | -6.6% | +10.9% | +4.9% |
| 3M | +51.8% | -2.7% | +54.5% | +51.4% |
| 6M | +57.8% | -12.8% | +70.6% | +58.9% |
| YTD | +59.0% | -10.5% | +69.5% | +59.1% |
| 1Y | +41.2% | -35.3% | +76.5% | +47.0% |
| 3Y | +177.8% | -47.7% | +225.6% | +187.9% |
| 5Y | +159.5% | -68.9% | +228.3% | +208.1% |
| All | +159.5% | -69.5% | +228.9% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling