+24.3%
HWM vs HALO
+40.2%
-16.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -12.5% | -3.4% | -9.1% | -12.2% |
| 30D | -19.0% | +4.3% | -23.3% | -19.3% |
| 3M | -8.6% | +51.8% | -60.4% | -15.1% |
| 6M | -10.2% | +57.8% | -68.0% | -17.7% |
| YTD | +11.3% | +59.0% | -47.7% | +0.7% |
| 1Y | +24.3% | +41.2% | -16.9% | +15.3% |
| All | +24.3% | +40.2% | -16.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling