+876.3%
HALO vs BAH
+207.9%
+668.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.7% | +4.3% | -7.0% | -3.7% |
| 30D | +5.3% | -2.5% | +7.8% | +5.8% |
| 3M | +51.6% | -0.9% | +52.5% | +51.2% |
| 6M | +61.3% | +1.5% | +59.8% | +59.1% |
| YTD | +59.3% | -8.0% | +67.3% | +59.3% |
| 1Y | +38.3% | -24.7% | +63.0% | +45.7% |
| 3Y | +185.9% | -28.4% | +214.3% | +195.2% |
| 5Y | +159.9% | +2.8% | +157.1% | +134.6% |
| All | +876.3% | +207.9% | +668.4% | +483.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling