+50.1%
HALO vs BR
-29.1%
+79.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | +4.6% | -5.3% | +9.9% | +4.7% |
| 30D | +31.8% | +6.4% | +25.4% | +31.7% |
| 3M | +53.9% | +13.6% | +40.3% | +53.5% |
| 6M | +57.4% | -6.7% | +64.1% | +52.6% |
| YTD | +63.7% | -21.1% | +84.8% | +57.7% |
| 1Y | +50.1% | -29.6% | +79.7% | +50.4% |
| All | +50.1% | -29.1% | +79.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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