+2,422.4%
HALO vs WY
+105.8%
+2,316.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -2.7% | -4.2% | +1.5% | -0.7% |
| 30D | +5.3% | -10.1% | +15.4% | +10.7% |
| 3M | +51.6% | -8.5% | +60.1% | +57.0% |
| 6M | +61.3% | -3.3% | +64.6% | +62.0% |
| YTD | +59.3% | -4.4% | +63.7% | +60.2% |
| 1Y | +38.3% | -11.5% | +49.8% | +43.8% |
| 3Y | +185.9% | -24.3% | +210.2% | +213.0% |
| 5Y | +159.9% | -21.3% | +181.3% | +173.1% |
| 10Y | +965.6% | +7.0% | +958.6% | +716.0% |
| All | +2,422.4% | +105.8% | +2,316.6% | +1,025.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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