+4,085.9%
WAB vs HALO
+2,448.5%
+1,637.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +1.7% | +0.5% | +1.1% | +1.6% |
| 30D | -2.4% | +5.0% | -7.5% | -3.3% |
| 3M | +9.7% | +53.1% | -43.5% | +1.6% |
| 6M | +16.5% | +60.8% | -44.3% | +6.9% |
| YTD | +33.7% | +60.9% | -27.2% | +22.4% |
| 1Y | +49.7% | +42.8% | +6.9% | +39.5% |
| 3Y | +170.9% | +181.3% | -10.3% | +118.4% |
| 5Y | +228.0% | +157.6% | +70.5% | +163.7% |
| 10Y | +284.8% | +910.4% | -625.6% | +134.6% |
| All | +4,085.9% | +2,448.5% | +1,637.5% | +1,644.5% |
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