+185.9%
HALO vs BWA
+70.7%
+115.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +5.3% | -2.9% | +8.3% | +5.8% |
| 3M | +51.6% | -10.7% | +62.3% | +54.5% |
| 6M | +61.3% | +26.5% | +34.8% | +53.0% |
| YTD | +59.3% | +49.1% | +10.2% | +44.0% |
| 1Y | +38.3% | +52.1% | -13.8% | +24.1% |
| 3Y | +185.9% | +72.6% | +113.3% | +135.3% |
| All | +185.9% | +70.7% | +115.2% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling