-11.0%
BA vs HALO
+50.4%
-61.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | 0.0% | -19.9% | +20.0% | +2.3% |
| 30D | -8.9% | -6.7% | -2.2% | -8.6% |
| 3M | -25.5% | +0.4% | -25.9% | -26.1% |
| 6M | -27.0% | +60.6% | -87.6% | -34.2% |
| YTD | -20.1% | +53.0% | -73.2% | -26.8% |
| 1Y | -11.0% | +51.4% | -62.4% | -18.7% |
| All | -11.0% | +50.4% | -61.4% | -18.7% |
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 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