+876.3%
HALO vs BWA
+156.8%
+719.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | +5.3% | -2.9% | +8.3% | +6.1% |
| 3M | +51.6% | -10.7% | +62.3% | +56.1% |
| 6M | +61.3% | +26.5% | +34.8% | +49.0% |
| YTD | +59.3% | +49.1% | +10.2% | +38.2% |
| 1Y | +38.3% | +52.1% | -13.8% | +18.9% |
| 3Y | +185.9% | +72.6% | +113.3% | +129.8% |
| 5Y | +159.9% | +89.4% | +70.5% | +97.3% |
| All | +876.3% | +156.8% | +719.5% | +570.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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