+876.3%
HALO vs GWRE
+131.0%
+745.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.7% | -13.2% | +10.5% | +0.8% |
| 30D | +5.3% | -18.6% | +23.9% | +9.7% |
| 3M | +51.6% | +18.9% | +32.7% | +42.0% |
| 6M | +61.3% | -11.0% | +72.2% | +60.3% |
| YTD | +59.3% | -29.9% | +89.2% | +68.6% |
| 1Y | +38.3% | -44.3% | +82.6% | +57.0% |
| 3Y | +185.9% | +51.7% | +134.2% | +116.0% |
| 5Y | +159.9% | +15.4% | +144.5% | +113.1% |
| All | +876.3% | +131.0% | +745.3% | +438.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling