+161.6%
HALO vs IBN
+58.3%
+103.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | -2.7% | -3.0% | +0.3% | -1.7% |
| 30D | +5.3% | -1.5% | +6.8% | +5.8% |
| 3M | +51.6% | +7.9% | +43.6% | +47.4% |
| 6M | +61.3% | +8.6% | +52.6% | +56.2% |
| YTD | +59.3% | -0.6% | +59.8% | +58.9% |
| 1Y | +38.3% | -7.3% | +45.6% | +41.0% |
| 3Y | +185.9% | +26.2% | +159.7% | +159.6% |
| All | +161.6% | +58.3% | +103.3% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling