+874.5%
HALO vs IBB
+125.2%
+749.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +1.0% |
| 7D | -3.4% | -5.2% | +1.8% | +1.8% |
| 30D | +4.3% | +1.5% | +2.8% | +2.5% |
| 3M | +51.8% | +22.1% | +29.6% | +24.6% |
| 6M | +57.8% | +17.7% | +40.1% | +34.1% |
| YTD | +59.0% | +20.2% | +38.8% | +32.2% |
| 1Y | +41.2% | +44.4% | -3.3% | -2.7% |
| 3Y | +177.8% | +61.1% | +116.8% | +71.5% |
| 5Y | +159.5% | +18.5% | +140.9% | +117.5% |
| All | +874.5% | +125.2% | +749.3% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling