+2,259.3%
HALO vs ARWR
-25.3%
+2,284.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -3.2% | -17.8% | +14.6% | -1.1% |
| 30D | -14.2% | -18.1% | +4.0% | -12.2% |
| 3M | -0.4% | -44.2% | +43.8% | +6.5% |
| 6M | +43.2% | -38.6% | +81.8% | +50.7% |
| YTD | +49.0% | -28.0% | +77.0% | +53.2% |
| 1Y | +40.8% | +16.1% | +24.7% | +35.5% |
| 3Y | +167.4% | +84.0% | +83.4% | +131.3% |
| 5Y | +157.4% | -35.4% | +192.7% | +144.6% |
| 10Y | +697.1% | +1,043.1% | -346.0% | +385.6% |
| All | +2,259.3% | -25.3% | +2,284.6% | +1,264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling