+158.4%
HALO vs BURL
-7.3%
+165.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -18.1% | +0.4% | -18.6% | -18.2% |
| 30D | -8.2% | -4.3% | -3.8% | -7.6% |
| 3M | -1.1% | -28.8% | +27.7% | +4.0% |
| 6M | +41.9% | -12.8% | +54.7% | +43.5% |
| YTD | +49.6% | -12.8% | +62.4% | +51.0% |
| 1Y | +42.5% | -12.3% | +54.8% | +43.3% |
| 3Y | +170.3% | +92.7% | +77.6% | +129.8% |
| 5Y | +158.4% | -6.5% | +164.9% | +154.9% |
| All | +158.4% | -7.3% | +165.7% | +154.9% |
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