+225.5%
GWW vs HALO
+158.6%
+66.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | -2.7% | -0.6% | -3.1% |
| 30D | -1.9% | +5.3% | -7.2% | -2.5% |
| 3M | -2.4% | +51.6% | -54.0% | -7.0% |
| 6M | +15.7% | +61.3% | -45.5% | +9.4% |
| YTD | +27.6% | +59.3% | -31.7% | +20.7% |
| 1Y | +27.2% | +38.3% | -11.1% | +22.0% |
| 3Y | +89.7% | +185.9% | -96.2% | +64.3% |
| All | +225.5% | +158.6% | +66.9% | +172.8% |
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