+161.6%
HALO vs BNS
+94.7%
+66.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | +5.3% | +3.5% | +1.9% | +3.6% |
| 3M | +51.6% | +14.1% | +37.5% | +42.2% |
| 6M | +61.3% | +33.8% | +27.5% | +40.1% |
| YTD | +59.3% | +29.5% | +29.8% | +40.2% |
| 1Y | +38.3% | +48.4% | -10.1% | +13.6% |
| 3Y | +185.9% | +129.6% | +56.3% | +85.5% |
| All | +161.6% | +94.7% | +66.9% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling