+924.9%
HALO vs GWRE
+741.3%
+183.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.7% | -13.2% | +10.5% | +2.0% |
| 30D | +5.3% | -18.6% | +23.9% | +11.1% |
| 3M | +51.6% | +18.9% | +32.7% | +38.8% |
| 6M | +61.3% | -11.0% | +72.2% | +59.2% |
| YTD | +59.3% | -29.9% | +89.2% | +69.7% |
| 1Y | +38.3% | -44.3% | +82.6% | +60.5% |
| 3Y | +185.9% | +51.7% | +134.2% | +103.4% |
| 5Y | +159.9% | +15.4% | +144.5% | +100.8% |
| 10Y | +965.6% | +129.4% | +836.2% | +438.3% |
| All | +924.9% | +741.3% | +183.5% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling