+91.5%
HALO vs BURL
-4.6%
+96.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.9% |
| 7D | +0.2% | +10.4% | -10.2% | -0.3% |
| 30D | +20.3% | -4.9% | +25.3% | +20.6% |
| 3M | +56.6% | -29.8% | +86.4% | +59.7% |
| 6M | +101.9% | -16.5% | +118.3% | +102.4% |
| YTD | +93.7% | -10.5% | +104.2% | +92.6% |
| 1Y | +91.5% | -5.3% | +96.8% | +89.5% |
| All | +91.5% | -4.6% | +96.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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