+899.9%
HALO vs BURL
+1,051.1%
-151.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | +4.6% | -2.8% | +7.4% | +5.2% |
| 30D | +31.8% | -28.2% | +60.0% | +41.2% |
| 3M | +53.9% | -17.6% | +71.5% | +59.6% |
| 6M | +57.4% | -11.8% | +69.1% | +59.7% |
| YTD | +63.7% | -8.1% | +71.9% | +64.6% |
| 1Y | +50.1% | -12.0% | +62.1% | +51.3% |
| 3Y | +157.3% | +63.3% | +94.0% | +117.0% |
| 5Y | +161.0% | -10.8% | +171.8% | +144.1% |
| 10Y | +1,018.7% | +215.9% | +802.8% | +576.6% |
| All | +899.9% | +1,051.1% | -151.2% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling