+123.2%
GLW vs HALO
+47.3%
+76.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +3.8% | +4.6% | -0.8% | +2.9% |
| 30D | -1.3% | +31.8% | -33.2% | -7.0% |
| 3M | -21.8% | +53.9% | -75.7% | -29.1% |
| 6M | +6.9% | +57.4% | -50.5% | -4.2% |
| YTD | +77.2% | +63.7% | +13.4% | +57.7% |
| 1Y | +123.2% | +50.1% | +73.1% | +105.5% |
| All | +123.2% | +47.3% | +76.0% | +105.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling