+161.6%
HALO vs WSM
+175.3%
-13.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +5.3% | -7.7% | +13.0% | +6.9% |
| 3M | +51.6% | +3.8% | +47.8% | +50.3% |
| 6M | +61.3% | +22.7% | +38.6% | +54.5% |
| YTD | +59.3% | +28.0% | +31.3% | +51.1% |
| 1Y | +38.3% | +12.7% | +25.5% | +34.0% |
| 3Y | +185.9% | +231.3% | -45.4% | +108.7% |
| All | +161.6% | +175.3% | -13.7% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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