+88.9%
HALO vs BOXX
+18.5%
+70.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | 0.0% |
| 7D | -2.7% | +0.1% | -2.8% | -3.0% |
| 30D | +5.3% | +0.3% | +5.0% | +3.6% |
| 3M | +51.6% | +1.0% | +50.5% | +42.9% |
| 6M | +61.3% | +1.9% | +59.3% | +43.2% |
| YTD | +59.3% | +2.7% | +56.6% | +35.5% |
| 1Y | +38.3% | +4.0% | +34.2% | +10.2% |
| 3Y | +185.9% | +14.7% | +171.2% | +30.4% |
| All | +88.9% | +18.5% | +70.5% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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