+876.3%
HALO vs WU
-39.1%
+915.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.7% | -3.5% | +0.8% | -1.8% |
| 30D | +5.3% | -2.9% | +8.3% | +6.0% |
| 3M | +51.6% | -2.3% | +53.8% | +50.6% |
| 6M | +61.3% | -25.4% | +86.6% | +72.0% |
| YTD | +59.3% | -21.2% | +80.5% | +66.9% |
| 1Y | +38.3% | -8.9% | +47.1% | +38.0% |
| 3Y | +185.9% | -29.0% | +214.8% | +202.4% |
| 5Y | +159.9% | -50.7% | +210.7% | +201.5% |
| All | +876.3% | -39.1% | +915.4% | +881.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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