+1,573.3%
HWM vs HALO
+1,149.3%
+424.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -10.4% |
| 7D | -9.2% | +0.5% | -9.7% | -9.2% |
| 30D | -17.9% | +5.0% | -22.9% | -18.7% |
| 3M | -6.0% | +53.1% | -59.2% | -14.5% |
| 6M | -7.4% | +60.8% | -68.1% | -16.7% |
| YTD | +13.1% | +60.9% | -47.8% | +1.4% |
| 1Y | +29.3% | +42.8% | -13.5% | +18.7% |
| 3Y | +389.9% | +181.3% | +208.7% | +272.7% |
| 5Y | +655.5% | +157.6% | +498.0% | +471.4% |
| All | +1,573.3% | +1,149.3% | +424.1% | +791.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling