+50.1%
HALO vs GWRE
-25.4%
+75.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -19.9% | +19.4% | +0.4% |
| 7D | +4.6% | -21.1% | +25.7% | +5.6% |
| 30D | +31.8% | +1.3% | +30.5% | +31.5% |
| 3M | +53.9% | +7.4% | +46.5% | +52.2% |
| 6M | +57.4% | +5.6% | +51.8% | +56.7% |
| YTD | +63.7% | -19.2% | +82.9% | +66.9% |
| 1Y | +50.1% | -25.1% | +75.3% | +53.0% |
| All | +50.1% | -25.4% | +75.5% | +53.0% |
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