+366.0%
WDC vs HALO
+41.1%
+324.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -2.7% | -1.6% | -4.0% |
| 30D | -1.5% | +5.3% | -6.8% | -2.4% |
| 3M | -15.5% | +51.6% | -67.0% | -26.7% |
| 6M | +66.5% | +61.3% | +5.2% | +38.0% |
| YTD | +159.9% | +59.3% | +100.6% | +110.3% |
| 1Y | +366.0% | +38.3% | +327.7% | +348.0% |
| All | +366.0% | +41.1% | +324.9% | +348.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling