+26.6%
BA vs HALO
+766.1%
-739.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | 0.0% | -19.9% | +20.0% | +4.9% |
| 30D | -8.9% | -6.7% | -2.2% | -7.9% |
| 3M | -25.5% | +0.4% | -25.9% | -26.2% |
| 6M | -27.0% | +60.6% | -87.6% | -36.0% |
| YTD | -20.1% | +53.0% | -73.2% | -29.4% |
| 1Y | -11.0% | +51.4% | -62.4% | -21.2% |
| 3Y | -11.8% | +176.5% | -188.3% | -37.0% |
| 5Y | -20.6% | +169.7% | -190.4% | -44.9% |
| 10Y | +26.6% | +747.6% | -721.0% | -32.7% |
| All | +26.6% | +766.1% | -739.5% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling