-39.3%
BAX vs HALO
+979.6%
-1,018.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -7.9% | -2.7% | -5.1% | -7.5% |
| 30D | -11.7% | +5.3% | -17.0% | -12.4% |
| 3M | +16.2% | +51.6% | -35.4% | +8.9% |
| 6M | +32.0% | +61.3% | -29.3% | +22.4% |
| YTD | +24.7% | +59.3% | -34.6% | +15.7% |
| 1Y | -2.6% | +38.3% | -40.9% | -7.9% |
| 3Y | -35.0% | +185.9% | -220.8% | -45.8% |
| 5Y | -67.6% | +159.9% | -227.5% | -72.9% |
| All | -39.3% | +979.6% | -1,018.9% | -55.4% |
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