+876.3%
HALO vs BRKR
+155.3%
+721.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.7% | -8.7% | +6.0% | -0.1% |
| 30D | +5.3% | -9.9% | +15.2% | +8.4% |
| 3M | +51.6% | -3.1% | +54.6% | +49.8% |
| 6M | +61.3% | +45.5% | +15.8% | +37.5% |
| YTD | +59.3% | +13.7% | +45.6% | +46.0% |
| 1Y | +38.3% | +67.4% | -29.2% | +9.7% |
| 3Y | +185.9% | -13.2% | +199.1% | +171.3% |
| 5Y | +159.9% | -39.5% | +199.4% | +173.8% |
| All | +876.3% | +155.3% | +721.0% | +461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling