+1,415.7%
HALO vs BAH
+886.2%
+529.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | 0.0% |
| 7D | +4.6% | -3.2% | +7.8% | +5.7% |
| 30D | +31.8% | +2.0% | +29.8% | +30.9% |
| 3M | +53.9% | -7.6% | +61.5% | +57.0% |
| 6M | +57.4% | -5.7% | +63.0% | +58.2% |
| YTD | +63.7% | -11.7% | +75.5% | +65.9% |
| 1Y | +50.1% | -27.4% | +77.5% | +62.0% |
| 3Y | +157.3% | -32.5% | +189.9% | +172.9% |
| 5Y | +161.0% | -3.3% | +164.3% | +133.9% |
| 10Y | +1,018.7% | +186.0% | +832.7% | +472.8% |
| All | +1,415.7% | +886.2% | +529.5% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling