+1,497.0%
HWM vs HALO
+1,056.5%
+440.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +7.3% | -3.2% | +10.5% | +8.0% |
| 30D | +1.6% | -14.2% | +15.7% | +4.2% |
| 3M | -21.9% | -0.4% | -21.5% | -22.3% |
| 6M | -19.0% | +43.2% | -62.2% | -25.9% |
| YTD | +7.9% | +49.0% | -41.0% | -2.3% |
| 1Y | +9.9% | +40.8% | -30.9% | +0.6% |
| 3Y | +342.1% | +167.4% | +174.7% | +238.7% |
| 5Y | +600.8% | +157.4% | +443.4% | +426.7% |
| 10Y | +1,493.8% | +697.1% | +796.7% | +811.6% |
| All | +1,497.0% | +1,056.5% | +440.5% | +758.7% |
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