+156.6%
HALO vs BURL
-11.0%
+167.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +4.6% | -2.8% | +7.4% | +5.0% |
| 30D | +31.8% | -28.2% | +60.0% | +38.7% |
| 3M | +53.9% | -17.6% | +71.5% | +58.0% |
| 6M | +57.4% | -11.8% | +69.1% | +59.0% |
| YTD | +63.7% | -8.1% | +71.9% | +64.3% |
| 1Y | +50.1% | -12.0% | +62.1% | +51.0% |
| 3Y | +157.3% | +63.3% | +94.0% | +126.6% |
| All | +156.6% | -11.0% | +167.5% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling