+1,394.3%
HALO vs BUD
+217.8%
+1,176.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -3.2% | +1.0% | -4.3% | -3.7% |
| 30D | -14.2% | +6.7% | -20.8% | -16.9% |
| 3M | -0.4% | +5.7% | -6.1% | -3.4% |
| 6M | +43.2% | +5.8% | +37.4% | +38.1% |
| YTD | +49.0% | +34.4% | +14.6% | +27.1% |
| 1Y | +40.8% | +33.3% | +7.6% | +20.6% |
| 3Y | +167.4% | +48.8% | +118.6% | +112.2% |
| 5Y | +157.4% | +52.5% | +104.8% | +96.2% |
| 10Y | +697.1% | -4.0% | +701.0% | +623.9% |
| All | +1,394.3% | +217.8% | +1,176.5% | +546.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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