+64.5%
HALO vs BIYA
-99.8%
+164.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.7% |
| 30D | +5.3% | -17.5% | +22.8% | +5.4% |
| 3M | +51.6% | -78.0% | +129.6% | +51.8% |
| 6M | +61.3% | -89.5% | +150.7% | +62.4% |
| YTD | +59.3% | -94.3% | +153.6% | +60.7% |
| 1Y | +38.3% | -98.6% | +136.9% | +43.0% |
| All | +64.5% | -99.8% | +164.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling