+293.4%
WBD vs HALO
+6,180.1%
-5,886.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.7% | -2.1% | +0.4% | -1.4% |
| 30D | +3.9% | +4.6% | -0.8% | +3.1% |
| 3M | +5.1% | +50.2% | -45.2% | -1.8% |
| 6M | +0.6% | +57.6% | -57.0% | -6.9% |
| YTD | -3.2% | +59.6% | -62.7% | -10.8% |
| 1Y | +127.7% | +41.2% | +86.5% | +113.6% |
| 3Y | +146.6% | +178.9% | -32.3% | +104.6% |
| 5Y | +4.2% | +160.1% | -155.9% | -13.4% |
| 10Y | +13.7% | +967.5% | -953.8% | -27.1% |
| All | +293.4% | +6,180.1% | -5,886.7% | +75.3% |
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