+840.4%
HALO vs BURL
+970.5%
-130.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.6% | -14.1% | -15.4% |
| 7D | -20.8% | +4.1% | -24.9% | -21.5% |
| 30D | -6.5% | -9.5% | +3.0% | -4.5% |
| 3M | +20.8% | -33.5% | +54.4% | +31.3% |
| 6M | +56.2% | -22.1% | +78.3% | +62.7% |
| YTD | +54.0% | -14.6% | +68.6% | +56.8% |
| 1Y | +51.5% | -8.4% | +59.9% | +51.2% |
| 3Y | +193.9% | +86.6% | +107.3% | +139.3% |
| 5Y | +154.6% | -17.2% | +171.7% | +141.6% |
| 10Y | +1,124.9% | +256.4% | +868.6% | +607.0% |
| All | +840.4% | +970.5% | -130.2% | +364.9% |
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 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