-0.3%
BA vs HALO
+149.7%
-150.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +2.5% | +0.5% | +1.9% | +2.4% |
| 30D | -10.1% | +5.0% | -15.1% | -10.9% |
| 3M | -2.4% | +53.1% | -55.5% | -10.1% |
| 6M | -8.8% | +60.8% | -69.6% | -16.9% |
| YTD | -2.9% | +60.9% | -63.9% | -11.7% |
| 1Y | -8.8% | +42.8% | -51.6% | -15.4% |
| 3Y | -0.3% | +181.3% | -181.5% | -23.4% |
| 5Y | -0.3% | +157.6% | -157.9% | -27.0% |
| All | -0.3% | +149.7% | -150.0% | -27.0% |
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