+50.1%
HALO vs BAH
-28.2%
+78.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.5% |
| 7D | +4.6% | -3.2% | +7.8% | +4.7% |
| 30D | +31.8% | +2.0% | +29.8% | +31.8% |
| 3M | +53.9% | -7.6% | +61.5% | +53.0% |
| 6M | +57.4% | -5.7% | +63.0% | +56.5% |
| YTD | +63.7% | -11.7% | +75.5% | +62.1% |
| 1Y | +50.1% | -27.4% | +77.5% | +52.0% |
| All | +50.1% | -28.2% | +78.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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