+6,307.2%
HALO vs BIDU
+1,272.6%
+5,034.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -3.4% | -5.2% | +1.8% | -2.2% |
| 30D | +4.3% | -14.5% | +18.8% | +7.8% |
| 3M | +51.8% | -22.9% | +74.7% | +60.2% |
| 6M | +57.8% | -27.8% | +85.6% | +67.5% |
| YTD | +59.0% | -30.7% | +89.7% | +69.6% |
| 1Y | +41.2% | -15.8% | +57.0% | +41.7% |
| 3Y | +177.8% | -33.2% | +211.1% | +183.5% |
| 5Y | +159.5% | -44.8% | +204.3% | +152.8% |
| 10Y | +963.6% | -50.3% | +1,013.9% | +869.9% |
| All | +6,307.2% | +1,272.6% | +5,034.6% | +3,068.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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