+2,259.3%
HALO vs IBB
+782.1%
+1,477.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -2.8% |
| 30D | -14.2% | +4.6% | -18.7% | -19.2% |
| 3M | -0.4% | +6.8% | -7.2% | -9.3% |
| 6M | +43.2% | +23.1% | +20.1% | +10.2% |
| YTD | +49.0% | +26.0% | +23.0% | +11.0% |
| 1Y | +40.8% | +30.4% | +10.5% | +0.7% |
| 3Y | +167.4% | +85.4% | +82.0% | +23.2% |
| 5Y | +157.4% | +39.7% | +117.6% | +62.7% |
| 10Y | +697.1% | +127.1% | +570.0% | +157.3% |
| All | +2,259.3% | +782.1% | +1,477.2% | +86.8% |
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