+52.5%
WAT vs HALO
+177.6%
-125.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.9% | -3.4% | +0.5% | -1.9% |
| 30D | -3.2% | +4.3% | -7.5% | -4.4% |
| 3M | +10.6% | +51.8% | -41.2% | -2.7% |
| 6M | +34.0% | +57.8% | -23.7% | +16.3% |
| YTD | +5.7% | +59.0% | -53.2% | -8.9% |
| 1Y | +37.1% | +41.2% | -4.1% | +22.0% |
| All | +52.5% | +177.6% | -125.0% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling