+390.3%
HWM vs HALO
+178.6%
+211.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -8.0% | -2.1% | -6.0% | -7.8% |
| 30D | -18.0% | +4.6% | -22.7% | -18.5% |
| 3M | -9.5% | +50.2% | -59.7% | -14.5% |
| 6M | -8.4% | +57.6% | -66.0% | -14.2% |
| YTD | +13.6% | +59.6% | -45.9% | +6.1% |
| 1Y | +30.2% | +41.2% | -10.9% | +23.4% |
| All | +390.3% | +178.6% | +211.7% | +318.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling