+160.4%
HALO vs BAH
-3.4%
+163.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -1.3% | -0.7% | -1.8% |
| 30D | +4.6% | -6.6% | +11.3% | +6.0% |
| 3M | +50.2% | -7.2% | +57.4% | +52.0% |
| 6M | +57.6% | -10.0% | +67.6% | +59.8% |
| YTD | +59.6% | -12.5% | +72.0% | +61.1% |
| 1Y | +41.2% | -27.9% | +69.1% | +49.2% |
| 3Y | +178.9% | -31.4% | +210.3% | +185.3% |
| All | +160.4% | -3.4% | +163.8% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling