This man was a "professional gymnast" and performed as a trapeze artist under the name of HARRY MARS - which is the name he used to join the army and is consequently mis-filed in the WW1 Service Records (WO 363):

Probably born HARRY BAYLEY, he married as HENRY BAYLEY in 1902.
Wife: Beatrice TILLEY (profession: theatrical).
Separated c1906.
Child: Edward (probably Thomas Edward) born April 1903. In custody of his maternal grandfather by 1914.

As MARS, he joined the Cheshire Regiment in October 1906, declaring age 24y, born London. Served until 1912. Regt No: 7608.
As MARS, he enlisted with the RAMC in September 1913, declaring age 30y, born Leeds. Discharged in 1919. Regt No: 1443.

In 1914 he signed a declaration that he was HARRY BAYLEY but had enlisted as HARRY MARS. (There are several possible HARRY births in freebmd, including Q4 1882 Birkenhead)
The only occurrence of HENRY is in the Marriage record (Q2 1902 Birkenhead).

Addresses vary (although wife & child appear to be in the Birkenhead area).
New Brighton, Cheshire; Southampton; Brierley Hill, Staffs.

He performed at POOLE'S PICTURE PALACE in Chichester, probably in 1913. (Nice letter heading, page 117646)

Anc****y, MAR, pages 117625 to 117670