+74.7%
HALO vs BAM
+81.2%
-6.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.2% | -2.7% | -0.6% | -2.8% |
| 30D | -14.2% | +15.5% | -29.7% | -16.1% |
| 3M | -0.4% | -6.9% | +6.5% | +0.6% |
| 6M | +43.2% | +9.9% | +33.3% | +40.2% |
| YTD | +49.0% | +1.4% | +47.6% | +47.4% |
| 1Y | +40.8% | +3.3% | +37.6% | +38.8% |
| 3Y | +167.4% | +83.6% | +83.7% | +135.6% |
| All | +74.7% | +81.2% | -6.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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