+159.5%
HALO vs WING
-35.5%
+195.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | +4.3% | -0.5% | +4.7% | +4.0% |
| 3M | +51.8% | -23.9% | +75.6% | +55.9% |
| 6M | +57.8% | -48.9% | +106.7% | +70.2% |
| YTD | +59.0% | -53.3% | +112.3% | +72.0% |
| 1Y | +41.2% | -60.3% | +101.5% | +55.6% |
| 3Y | +177.8% | -30.1% | +207.9% | +165.1% |
| 5Y | +159.5% | -36.2% | +195.7% | +157.3% |
| All | +159.5% | -35.5% | +195.0% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling