+645.2%
HWM vs HALO
+156.4%
+488.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -8.0% | -2.1% | -6.0% | -7.7% |
| 30D | -18.0% | +4.6% | -22.7% | -18.7% |
| 3M | -9.5% | +50.2% | -59.7% | -16.3% |
| 6M | -8.4% | +57.6% | -66.0% | -16.2% |
| YTD | +13.6% | +59.6% | -45.9% | +3.5% |
| 1Y | +30.2% | +41.2% | -10.9% | +21.1% |
| 3Y | +392.2% | +178.9% | +213.4% | +284.3% |
| 5Y | +645.2% | +160.1% | +485.1% | +451.1% |
| All | +645.2% | +156.4% | +488.8% | +451.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling