+3.6%
WBD vs HALO
+158.6%
-155.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.7% | -2.7% | +2.0% | 0.0% |
| 30D | +1.4% | +5.3% | -3.9% | -0.1% |
| 3M | +4.4% | +51.6% | -47.2% | -8.2% |
| 6M | +0.8% | +61.3% | -60.4% | -13.4% |
| YTD | -2.7% | +59.3% | -62.0% | -16.7% |
| 1Y | +73.4% | +38.3% | +35.1% | +54.8% |
| 3Y | +142.1% | +185.9% | -43.7% | +60.2% |
| All | +3.6% | +158.6% | -155.0% | -30.3% |
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 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