+1,055.8%
ITW vs HALO
+2,417.6%
-1,361.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -2.4% | -3.4% | +1.0% | -1.9% |
| 30D | -9.5% | +4.3% | -13.8% | -10.1% |
| 3M | +6.6% | +51.8% | -45.1% | +0.7% |
| 6M | -1.8% | +57.8% | -59.5% | -7.8% |
| YTD | +9.0% | +59.0% | -50.0% | +2.1% |
| 1Y | +3.6% | +41.2% | -37.6% | -1.7% |
| 3Y | +19.4% | +177.8% | -158.4% | +1.5% |
| 5Y | +36.4% | +159.5% | -123.1% | +15.3% |
| 10Y | +190.0% | +963.6% | -773.7% | +96.8% |
| All | +1,055.8% | +2,417.6% | -1,361.9% | +491.2% |
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