-1.4%
BAC vs HALO
+42.6%
-44.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.2% | -3.2% | +6.5% | +3.4% |
| 30D | -0.7% | -14.2% | +13.4% | +0.3% |
| 3M | -20.0% | -0.4% | -19.6% | -20.0% |
| 6M | +3.4% | +43.2% | -39.8% | -0.9% |
| YTD | -5.7% | +49.0% | -54.7% | -11.2% |
| 1Y | -1.4% | +40.8% | -42.3% | -6.6% |
| All | -1.4% | +42.6% | -44.1% | -6.6% |
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 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