+38.2%
IWM vs HALO
+157.2%
-119.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.5% | -3.4% | +0.9% | -1.8% |
| 30D | -4.4% | +4.3% | -8.7% | -5.3% |
| 3M | +2.2% | +51.8% | -49.5% | -7.2% |
| 6M | +14.0% | +57.8% | -43.8% | +2.3% |
| YTD | +17.4% | +59.0% | -41.6% | +4.8% |
| 1Y | +22.9% | +41.2% | -18.2% | +12.5% |
| 3Y | +62.1% | +177.8% | -115.8% | +18.1% |
| 5Y | +38.2% | +159.5% | -121.3% | -2.8% |
| All | +38.2% | +157.2% | -119.1% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling