+161.6%
HALO vs BR
+8.0%
+153.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.7% | -3.0% | +0.3% | -1.8% |
| 30D | +5.3% | -0.3% | +5.6% | +5.3% |
| 3M | +51.6% | +17.3% | +34.3% | +43.7% |
| 6M | +61.3% | -6.7% | +68.0% | +64.4% |
| YTD | +59.3% | -23.4% | +82.7% | +73.8% |
| 1Y | +38.3% | -32.7% | +70.9% | +58.8% |
| 3Y | +185.9% | -5.9% | +191.8% | +180.3% |
| All | +161.6% | +8.0% | +153.6% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling