+1,870.5%
HALO vs BTG
+371.8%
+1,498.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -3.4% | -5.5% | +2.1% | -3.0% |
| 30D | +4.3% | +6.1% | -1.8% | +3.7% |
| 3M | +51.8% | +38.6% | +13.1% | +47.9% |
| 6M | +57.8% | +0.7% | +57.1% | +56.8% |
| YTD | +59.0% | +20.3% | +38.7% | +55.6% |
| 1Y | +41.2% | +25.0% | +16.1% | +37.3% |
| 3Y | +177.8% | +97.3% | +80.5% | +158.7% |
| 5Y | +159.5% | +78.3% | +81.1% | +141.1% |
| 10Y | +963.6% | +151.6% | +812.0% | +837.3% |
| All | +1,870.5% | +371.8% | +1,498.7% | +1,287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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