+802.0%
PBF vs HALO
+157.2%
+644.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.3% | -3.4% | +5.7% | +2.6% |
| 30D | +11.6% | +4.3% | +7.3% | +11.1% |
| 3M | +81.7% | +51.8% | +30.0% | +74.7% |
| 6M | +96.4% | +57.8% | +38.6% | +87.6% |
| YTD | +189.5% | +59.0% | +130.5% | +175.7% |
| 1Y | +180.7% | +41.2% | +139.6% | +170.9% |
| 3Y | +56.6% | +177.8% | -121.2% | +28.9% |
| 5Y | +802.0% | +159.5% | +642.5% | +666.8% |
| All | +802.0% | +157.2% | +644.8% | +666.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling