+91.5%
HALO vs GWRE
-24.5%
+116.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +1.1% |
| 7D | +0.2% | +2.2% | -2.0% | +0.2% |
| 30D | +20.3% | +4.5% | +15.8% | +20.1% |
| 3M | +56.6% | +6.4% | +50.2% | +56.0% |
| 6M | +101.9% | +18.8% | +83.0% | +100.8% |
| YTD | +93.7% | -15.1% | +108.8% | +95.2% |
| 1Y | +91.5% | -23.4% | +114.9% | +94.1% |
| All | +91.5% | -24.5% | +116.0% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling