-21.9%
BA vs HALO
+160.1%
-182.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.7% | -20.2% | +18.5% | +1.8% |
| 30D | -9.5% | -6.8% | -2.7% | -8.8% |
| 3M | -26.5% | -0.2% | -26.3% | -26.9% |
| 6M | -27.4% | +60.5% | -87.9% | -34.2% |
| YTD | -20.6% | +52.9% | -73.5% | -27.5% |
| 1Y | -11.4% | +50.8% | -62.2% | -19.1% |
| 3Y | -10.8% | +180.6% | -191.4% | -32.1% |
| 5Y | -21.9% | +166.6% | -188.5% | -40.6% |
| All | -21.9% | +160.1% | -182.0% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling