+1,240.1%
PBR vs HALO
+2,422.4%
-1,182.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.4% | -2.7% | +8.1% | +5.8% |
| 30D | +22.9% | +5.3% | +17.6% | +21.9% |
| 3M | +19.6% | +51.6% | -31.9% | +11.5% |
| 6M | +16.5% | +61.3% | -44.8% | +7.1% |
| YTD | +86.7% | +59.3% | +27.4% | +71.5% |
| 1Y | +74.7% | +38.3% | +36.4% | +63.8% |
| 3Y | +102.6% | +185.9% | -83.3% | +63.5% |
| 5Y | +566.6% | +159.9% | +406.6% | +432.9% |
| 10Y | +686.1% | +965.6% | -279.5% | +374.6% |
| All | +1,240.1% | +2,422.4% | -1,182.2% | +483.3% |
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