-16.3%
AWK vs HALO
+158.6%
-174.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.9% |
| 30D | +2.1% | +5.3% | -3.3% | +1.5% |
| 3M | +11.4% | +51.6% | -40.2% | +6.4% |
| 6M | +3.9% | +61.3% | -57.3% | -1.5% |
| YTD | +7.7% | +59.3% | -51.6% | +2.0% |
| 1Y | +1.3% | +38.3% | -37.0% | -2.7% |
| 3Y | +7.2% | +185.9% | -178.7% | -9.3% |
| All | -16.3% | +158.6% | -174.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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