+48.0%
BAX vs HALO
+92.7%
-44.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.7% |
| 7D | +4.1% | +0.2% | +3.8% | +4.0% |
| 30D | +9.4% | +20.3% | -10.9% | +5.1% |
| 3M | -6.5% | +56.6% | -63.1% | -16.0% |
| 6M | +59.6% | +101.9% | -42.3% | +33.1% |
| YTD | +38.9% | +93.7% | -54.8% | +16.5% |
| 1Y | +48.0% | +91.5% | -43.5% | +24.2% |
| All | +48.0% | +92.7% | -44.7% | +24.2% |
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