+10.5%
SHW vs HALO
+157.2%
-146.7%
-42.5%
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 | -4.5% | -3.4% | -1.1% | -4.0% |
| 30D | -12.7% | +4.3% | -17.0% | -13.2% |
| 3M | +4.7% | +51.8% | -47.1% | -1.8% |
| 6M | -3.4% | +57.8% | -61.2% | -10.0% |
| YTD | -1.3% | +59.0% | -60.3% | -8.3% |
| 1Y | -10.4% | +41.2% | -51.5% | -15.4% |
| 3Y | +20.1% | +177.8% | -157.8% | -0.1% |
| 5Y | +10.5% | +159.5% | -149.0% | -9.1% |
| All | +10.5% | +157.2% | -146.7% | -9.1% |
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 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