+280.4%
SHW vs HALO
+979.6%
-699.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | -10.0% | +5.3% | -15.3% | -10.8% |
| 3M | +2.3% | +51.6% | -49.3% | -4.6% |
| 6M | +0.7% | +61.3% | -60.6% | -7.1% |
| YTD | +0.5% | +59.3% | -58.8% | -7.3% |
| 1Y | -11.5% | +38.3% | -49.7% | -16.7% |
| 3Y | +21.3% | +185.9% | -164.5% | -1.3% |
| 5Y | +12.5% | +159.9% | -147.4% | -9.0% |
| All | +280.4% | +979.6% | -699.1% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling