+3,723.0%
SHW vs HALO
+2,448.5%
+1,274.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -11.6% | +5.0% | -16.6% | -12.1% |
| 3M | +9.1% | +53.1% | -44.0% | +3.9% |
| 6M | -0.7% | +60.8% | -61.4% | -6.0% |
| YTD | +1.4% | +60.9% | -59.6% | -4.2% |
| 1Y | -12.3% | +42.8% | -55.1% | -16.1% |
| 3Y | +23.4% | +181.3% | -157.9% | +7.6% |
| 5Y | +15.0% | +157.6% | -142.6% | 0.0% |
| 10Y | +278.3% | +910.4% | -632.1% | +175.6% |
| All | +3,723.0% | +2,448.5% | +1,274.5% | +2,246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling