+7.0%
SHW vs HALO
+92.7%
-85.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.4% |
| 7D | +13.3% | +0.2% | +13.1% | +13.3% |
| 30D | +14.1% | +20.3% | -6.2% | +10.6% |
| 3M | +0.8% | +56.6% | -55.8% | -7.4% |
| 6M | +17.6% | +101.9% | -84.2% | +2.1% |
| YTD | +13.0% | +93.7% | -80.7% | -2.8% |
| 1Y | +7.0% | +91.5% | -84.5% | -7.9% |
| All | +7.0% | +92.7% | -85.7% | -7.9% |
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