+66.2%
HALO vs BIYA
-99.8%
+166.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.5% | +2.7% | -2.2% | +0.5% |
| 30D | +5.0% | -18.7% | +23.7% | +5.1% |
| 3M | +53.1% | -72.0% | +125.2% | +53.3% |
| 6M | +60.8% | -86.4% | +147.2% | +61.5% |
| YTD | +60.9% | -94.2% | +155.1% | +62.3% |
| 1Y | +42.8% | -98.4% | +141.2% | +47.3% |
| All | +66.2% | -99.8% | +166.0% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling