+159.5%
HALO vs WWD
+187.1%
-27.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -3.4% | -2.9% | -0.5% | -2.7% |
| 30D | +4.3% | -6.6% | +10.9% | +5.9% |
| 3M | +51.8% | -9.3% | +61.1% | +54.3% |
| 6M | +57.8% | -13.6% | +71.4% | +61.9% |
| YTD | +59.0% | +10.4% | +48.6% | +52.5% |
| 1Y | +41.2% | +39.9% | +1.3% | +26.2% |
| 3Y | +177.8% | +165.0% | +12.8% | +95.2% |
| 5Y | +159.5% | +183.8% | -24.3% | +66.1% |
| All | +159.5% | +187.1% | -27.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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