+344.9%
PBF vs HALO
+1,813.6%
-1,468.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.6% |
| 7D | +2.4% | +0.5% | +1.8% | +2.3% |
| 30D | +24.9% | +5.0% | +19.8% | +23.7% |
| 3M | +81.9% | +53.1% | +28.7% | +67.2% |
| 6M | +79.4% | +60.8% | +18.6% | +62.4% |
| YTD | +188.3% | +60.9% | +127.4% | +160.3% |
| 1Y | +177.3% | +42.8% | +134.5% | +155.5% |
| 3Y | +56.0% | +181.3% | -125.3% | +19.8% |
| 5Y | +804.0% | +157.6% | +646.4% | +590.9% |
| 10Y | +334.1% | +910.4% | -576.3% | +153.7% |
| All | +344.9% | +1,813.6% | -1,468.7% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling