+526.0%
GLW vs HALO
+689.5%
-163.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | +7.7% | -3.2% | +11.0% | +8.4% |
| 30D | -18.8% | -14.2% | -4.7% | -16.7% |
| 3M | -27.7% | -0.4% | -27.3% | -28.2% |
| 6M | -44.4% | +43.2% | -87.6% | -48.9% |
| YTD | +31.3% | +49.0% | -17.7% | +19.4% |
| 1Y | +40.0% | +40.8% | -0.8% | +28.6% |
| 3Y | +339.2% | +167.4% | +171.9% | +240.3% |
| 5Y | +229.2% | +157.4% | +71.8% | +150.2% |
| All | +526.0% | +689.5% | -163.6% | +277.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling