+140.5%
BAX vs HALO
+2,492.7%
-2,352.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.1% | +4.6% | -5.7% | -1.6% |
| 30D | -5.5% | +31.8% | -37.3% | -8.1% |
| 3M | +33.5% | +53.9% | -20.4% | +27.8% |
| 6M | +35.9% | +57.4% | -21.5% | +29.7% |
| YTD | +35.4% | +63.7% | -28.4% | +28.6% |
| 1Y | +9.8% | +50.1% | -40.4% | +5.1% |
| 3Y | -32.7% | +157.3% | -190.1% | -39.6% |
| 5Y | -65.6% | +161.0% | -226.5% | -69.4% |
| 10Y | -34.9% | +1,018.7% | -1,053.6% | -50.6% |
| All | +140.5% | +2,492.7% | -2,352.2% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling