+679.1%
BA vs HALO
+2,492.7%
-1,813.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.2% | +4.6% | -3.4% | +0.5% |
| 30D | -11.6% | +31.8% | -43.5% | -15.4% |
| 3M | -2.4% | +53.9% | -56.3% | -8.6% |
| 6M | -6.6% | +57.4% | -64.0% | -12.9% |
| YTD | -2.2% | +63.7% | -66.0% | -9.5% |
| 1Y | -8.0% | +50.1% | -58.1% | -14.0% |
| 3Y | -5.0% | +157.3% | -162.3% | -19.9% |
| 5Y | -2.7% | +161.0% | -163.7% | -19.2% |
| 10Y | +75.9% | +1,018.7% | -942.8% | +18.0% |
| All | +679.1% | +2,492.7% | -1,813.6% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling