+2,448.5%
HALO vs BWA
+796.5%
+1,652.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.9% |
| 7D | +0.5% | +4.3% | -3.7% | -1.3% |
| 30D | +5.0% | -2.9% | +7.9% | +6.1% |
| 3M | +53.1% | -12.4% | +65.6% | +61.1% |
| 6M | +60.8% | +28.6% | +32.2% | +41.6% |
| YTD | +60.9% | +48.2% | +12.7% | +30.4% |
| 1Y | +42.8% | +50.9% | -8.1% | +14.2% |
| 3Y | +181.3% | +72.2% | +109.1% | +102.7% |
| 5Y | +157.6% | +91.1% | +66.5% | +69.6% |
| 10Y | +910.4% | +144.0% | +766.3% | +414.0% |
| All | +2,448.5% | +796.5% | +1,652.0% | +693.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling