+95.9%
BAC vs HALO
+171.2%
-75.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.5% | -18.1% | +19.6% | +2.9% |
| 30D | -6.4% | -8.2% | +1.8% | -5.9% |
| 3M | -21.7% | -1.1% | -20.6% | -21.7% |
| 6M | +0.5% | +41.9% | -41.4% | -2.8% |
| YTD | -6.7% | +49.6% | -56.3% | -10.4% |
| 1Y | -4.7% | +42.5% | -47.2% | -8.1% |
| All | +95.9% | +171.2% | -75.3% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling