+167.4%
HALO vs BURL
+87.4%
+80.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | 0.0% |
| 7D | -3.2% | -1.6% | -1.7% | -3.1% |
| 30D | -14.2% | -7.7% | -6.4% | -13.4% |
| 3M | -0.4% | -31.7% | +31.3% | +3.8% |
| 6M | +43.2% | -15.2% | +58.3% | +44.4% |
| YTD | +49.0% | -15.9% | +64.9% | +50.4% |
| 1Y | +40.8% | -14.2% | +55.1% | +41.4% |
| 3Y | +167.4% | +93.5% | +73.9% | +157.0% |
| All | +167.4% | +87.4% | +80.0% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling