+185.9%
HALO vs BG
+18.0%
+167.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -2.7% | +3.1% | -5.8% | -2.8% |
| 30D | +5.3% | +10.2% | -4.9% | +5.0% |
| 3M | +51.6% | -1.7% | +53.2% | +51.7% |
| 6M | +61.3% | +1.0% | +60.3% | +61.2% |
| YTD | +59.3% | +39.9% | +19.4% | +56.4% |
| 1Y | +38.3% | +53.2% | -15.0% | +34.9% |
| 3Y | +185.9% | +16.3% | +169.6% | +197.6% |
| All | +185.9% | +18.0% | +167.9% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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