+2,417.6%
HALO vs BG
+410.6%
+2,007.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | -3.4% | +3.7% | -7.1% | -4.5% |
| 30D | +4.3% | +12.3% | -8.1% | +0.4% |
| 3M | +51.8% | -2.2% | +54.0% | +51.8% |
| 6M | +57.8% | +5.3% | +52.5% | +53.4% |
| YTD | +59.0% | +42.4% | +16.6% | +40.2% |
| 1Y | +41.2% | +55.2% | -14.0% | +20.2% |
| 3Y | +177.8% | +21.0% | +156.9% | +150.0% |
| 5Y | +159.5% | +87.1% | +72.3% | +94.4% |
| 10Y | +963.6% | +169.8% | +793.8% | +543.1% |
| All | +2,417.6% | +410.6% | +2,007.0% | +1,150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling