+2,281.8%
GLW vs HALO
+2,448.5%
-166.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.3% | +7.8% |
| 7D | +14.0% | +0.5% | +13.5% | +13.9% |
| 30D | +0.4% | +5.0% | -4.7% | -0.5% |
| 3M | -11.3% | +53.1% | -64.5% | -17.0% |
| 6M | +35.1% | +60.8% | -25.7% | +25.3% |
| YTD | +90.5% | +60.9% | +29.6% | +76.5% |
| 1Y | +132.0% | +42.8% | +89.2% | +118.4% |
| 3Y | +463.3% | +181.3% | +282.1% | +368.0% |
| 5Y | +382.5% | +157.6% | +224.9% | +299.7% |
| 10Y | +837.6% | +910.4% | -72.7% | +513.0% |
| All | +2,281.8% | +2,448.5% | -166.7% | +1,123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling