+341.8%
PBF vs HALO
+979.6%
-637.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +5.3% | -2.7% | +8.0% | +6.0% |
| 30D | +11.7% | +5.3% | +6.4% | +10.3% |
| 3M | +91.1% | +51.6% | +39.5% | +71.8% |
| 6M | +88.4% | +61.3% | +27.2% | +65.4% |
| YTD | +194.1% | +59.3% | +134.8% | +157.7% |
| 1Y | +180.4% | +38.3% | +142.1% | +154.1% |
| 3Y | +59.3% | +185.9% | -126.6% | +9.0% |
| 5Y | +816.3% | +159.9% | +656.3% | +518.6% |
| All | +341.8% | +979.6% | -637.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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