+87.1%
HALO vs BAM
+67.8%
+19.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.5% |
| 7D | -2.1% | -3.9% | +1.9% | -1.5% |
| 30D | +4.6% | -8.8% | +13.5% | +6.1% |
| 3M | +50.2% | +2.2% | +48.0% | +49.1% |
| 6M | +57.6% | +5.9% | +51.7% | +55.1% |
| YTD | +59.6% | -6.1% | +65.7% | +60.0% |
| 1Y | +41.2% | -11.6% | +52.8% | +42.8% |
| 3Y | +178.9% | +51.7% | +127.2% | +151.1% |
| All | +87.1% | +67.8% | +19.3% | +67.3% |
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