+478.1%
GLW vs HALO
+178.6%
+299.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.6% |
| 7D | +16.9% | -2.1% | +19.0% | +17.2% |
| 30D | +7.0% | +4.6% | +2.3% | +6.1% |
| 3M | -3.0% | +50.2% | -53.2% | -8.9% |
| 6M | +31.0% | +57.6% | -26.6% | +21.8% |
| YTD | +93.4% | +59.6% | +33.8% | +79.5% |
| 1Y | +134.7% | +41.2% | +93.6% | +121.1% |
| All | +478.1% | +178.6% | +299.5% | +389.5% |
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 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