+376.1%
GLW vs HALO
+157.2%
+218.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +11.7% | -3.4% | +15.1% | +12.3% |
| 30D | +2.7% | +4.3% | -1.6% | +1.8% |
| 3M | -2.8% | +51.8% | -54.6% | -10.0% |
| 6M | +20.2% | +57.8% | -37.6% | +10.3% |
| YTD | +87.3% | +59.0% | +28.3% | +71.4% |
| 1Y | +119.6% | +41.2% | +78.4% | +104.7% |
| 3Y | +453.7% | +177.8% | +275.8% | +342.8% |
| 5Y | +376.1% | +159.5% | +216.6% | +274.2% |
| All | +376.1% | +157.2% | +218.9% | +274.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling