+86.8%
SCHW vs HALO
+178.1%
-91.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -2.7% | +0.8% | -1.7% |
| 30D | -1.6% | +5.3% | -6.9% | -1.9% |
| 3M | +21.3% | +51.6% | -30.3% | +17.7% |
| 6M | +16.5% | +61.3% | -44.8% | +12.5% |
| YTD | +8.4% | +59.3% | -50.9% | +4.6% |
| 1Y | +15.6% | +38.3% | -22.6% | +12.6% |
| 3Y | +86.8% | +185.9% | -99.0% | +62.1% |
| All | +86.8% | +178.1% | -91.2% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling