+188.3%
ITW vs HALO
+979.6%
-791.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.3% |
| 30D | -8.3% | +5.3% | -13.6% | -9.1% |
| 3M | +6.0% | +51.6% | -45.5% | -1.3% |
| 6M | 0.0% | +61.3% | -61.3% | -8.0% |
| YTD | +10.2% | +59.3% | -49.1% | +1.4% |
| 1Y | +3.2% | +38.3% | -35.1% | -3.0% |
| 3Y | +21.0% | +185.9% | -164.9% | -2.5% |
| 5Y | +37.9% | +159.9% | -122.0% | +10.7% |
| All | +188.3% | +979.6% | -791.3% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling