+69.6%
PBR vs HALO
+47.3%
+22.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.0% |
| 7D | +8.6% | +4.6% | +4.0% | +9.2% |
| 30D | +12.8% | +31.8% | -19.0% | +17.8% |
| 3M | +14.7% | +53.9% | -39.2% | +22.7% |
| 6M | +25.2% | +57.4% | -32.2% | +35.4% |
| YTD | +77.1% | +63.7% | +13.4% | +90.7% |
| 1Y | +69.6% | +50.1% | +19.4% | +80.8% |
| All | +69.6% | +47.3% | +22.3% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling