+11.4%
WBD vs HALO
+979.6%
-968.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | +1.4% | +5.3% | -3.9% | +0.3% |
| 3M | +4.4% | +51.6% | -47.2% | -4.3% |
| 6M | +0.8% | +61.3% | -60.4% | -9.0% |
| YTD | -2.7% | +59.3% | -62.0% | -12.3% |
| 1Y | +73.4% | +38.3% | +35.1% | +60.5% |
| 3Y | +142.1% | +185.9% | -43.7% | +89.9% |
| 5Y | +7.2% | +159.9% | -152.7% | -15.2% |
| All | +11.4% | +979.6% | -968.2% | -24.7% |
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