+339.2%
GLW vs HALO
+170.1%
+169.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | +7.7% | -3.2% | +11.0% | +8.2% |
| 30D | -18.8% | -14.2% | -4.7% | -17.3% |
| 3M | -27.7% | -0.4% | -27.3% | -28.1% |
| 6M | -44.4% | +43.2% | -87.6% | -47.7% |
| YTD | +31.3% | +49.0% | -17.7% | +22.7% |
| 1Y | +40.0% | +40.8% | -0.8% | +31.7% |
| 3Y | +339.2% | +167.4% | +171.9% | +280.7% |
| All | +339.2% | +170.1% | +169.1% | +280.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling