+159.5%
HALO vs BWA
+86.5%
+73.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +4.3% | -5.5% | +9.7% | +5.7% |
| 3M | +51.8% | -7.6% | +59.4% | +54.4% |
| 6M | +57.8% | +25.0% | +32.8% | +47.4% |
| YTD | +59.0% | +47.0% | +12.0% | +39.8% |
| 1Y | +41.2% | +54.0% | -12.8% | +22.0% |
| 3Y | +177.8% | +70.7% | +107.2% | +126.7% |
| 5Y | +159.5% | +86.7% | +72.8% | +101.9% |
| All | +159.5% | +86.5% | +73.0% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling