-5.4%
ZBH vs HALO
+47.3%
-52.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.8% | +4.6% | -7.4% | -3.4% |
| 30D | -0.1% | +31.8% | -31.9% | -4.2% |
| 3M | +13.4% | +53.9% | -40.5% | +5.2% |
| 6M | +3.0% | +57.4% | -54.4% | -5.5% |
| YTD | +9.7% | +63.7% | -54.1% | -1.7% |
| 1Y | -5.4% | +50.1% | -55.5% | -14.1% |
| All | -5.4% | +47.3% | -52.7% | -14.1% |
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