+18.9%
IWM vs HALO
+92.7%
-73.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +1.0% | +0.2% | +0.7% | +0.9% |
| 30D | +0.2% | +20.3% | -20.1% | -1.7% |
| 3M | -5.6% | +56.6% | -62.2% | -10.4% |
| 6M | +2.7% | +101.9% | -99.1% | -6.6% |
| YTD | +16.2% | +93.7% | -77.5% | +6.2% |
| 1Y | +18.9% | +91.5% | -72.6% | +9.4% |
| All | +18.9% | +92.7% | -73.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling