-64.2%
BAX vs HALO
+156.0%
-220.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | +4.1% | -14.2% | +18.2% | +6.5% |
| 3M | -4.5% | -0.4% | -4.1% | -5.1% |
| 6M | +49.2% | +43.2% | +6.1% | +38.4% |
| YTD | +35.2% | +49.0% | -13.7% | +24.2% |
| 1Y | +38.3% | +40.8% | -2.6% | +28.1% |
| 3Y | -19.0% | +167.4% | -186.4% | -35.0% |
| All | -64.2% | +156.0% | -220.2% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling