+967.2%
AWK vs HALO
+1,858.6%
-891.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +2.2% | +0.5% | +1.6% | +2.1% |
| 30D | +4.4% | +5.0% | -0.6% | +4.1% |
| 3M | +15.4% | +53.1% | -37.8% | +11.8% |
| 6M | +3.5% | +60.8% | -57.3% | -0.2% |
| YTD | +9.8% | +60.9% | -51.1% | +5.8% |
| 1Y | +3.0% | +42.8% | -39.8% | 0.0% |
| 3Y | +9.7% | +181.3% | -171.6% | +0.2% |
| 5Y | -17.2% | +157.6% | -174.7% | -24.5% |
| 10Y | +126.1% | +910.4% | -784.3% | +84.6% |
| All | +967.2% | +1,858.6% | -891.3% | +578.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling