+625.0%
HALO vs ARWR
+1,024.2%
-399.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -3.2% | -17.8% | +14.6% | -0.5% |
| 30D | -14.2% | -18.1% | +4.0% | -11.7% |
| 3M | -0.4% | -44.2% | +43.8% | +8.5% |
| 6M | +43.2% | -38.6% | +81.8% | +52.8% |
| YTD | +49.0% | -28.0% | +77.0% | +54.3% |
| 1Y | +40.8% | +16.1% | +24.7% | +33.8% |
| 3Y | +167.4% | +84.0% | +83.4% | +120.0% |
| 5Y | +157.4% | -35.4% | +192.7% | +138.9% |
| All | +625.0% | +1,024.2% | -399.2% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling