+217.6%
BAC vs HALO
+689.5%
-471.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.2% | -3.2% | +6.5% | +3.8% |
| 30D | -0.7% | -14.2% | +13.4% | +1.6% |
| 3M | -20.0% | -0.4% | -19.6% | -20.4% |
| 6M | +3.4% | +43.2% | -39.8% | -4.1% |
| YTD | -5.7% | +49.0% | -54.7% | -13.5% |
| 1Y | -1.4% | +40.8% | -42.3% | -8.7% |
| 3Y | +97.9% | +167.4% | -69.5% | +55.7% |
| 5Y | +22.9% | +157.4% | -134.4% | -4.9% |
| All | +217.6% | +689.5% | -471.9% | +98.7% |
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