+2,492.7%
HALO vs IBB
+779.6%
+1,713.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.5% |
| 7D | +4.6% | +1.4% | +3.2% | +2.9% |
| 30D | +31.8% | +10.5% | +21.3% | +17.2% |
| 3M | +53.9% | +23.6% | +30.3% | +19.5% |
| 6M | +57.4% | +22.6% | +34.7% | +22.9% |
| YTD | +63.7% | +25.7% | +38.1% | +23.9% |
| 1Y | +50.1% | +51.4% | -1.3% | -9.7% |
| 3Y | +157.3% | +64.4% | +93.0% | +38.9% |
| 5Y | +161.0% | +22.1% | +138.8% | +97.0% |
| 10Y | +1,018.7% | +132.5% | +886.2% | +258.6% |
| All | +2,492.7% | +779.6% | +1,713.1% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling