+91.5%
HALO vs BNS
+52.0%
+39.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +1.0% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | +20.3% | +7.8% | +12.6% | +19.2% |
| 3M | +56.6% | +11.7% | +44.9% | +54.3% |
| 6M | +101.9% | +28.2% | +73.6% | +91.8% |
| YTD | +93.7% | +34.8% | +58.9% | +81.2% |
| 1Y | +91.5% | +51.1% | +40.5% | +83.7% |
| All | +91.5% | +52.0% | +39.6% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling