+1,328.4%
WDC vs HALO
+177.6%
+1,150.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.4% |
| 7D | +4.4% | -3.4% | +7.8% | +4.7% |
| 30D | +5.3% | +4.3% | +1.0% | +4.8% |
| 3M | -5.9% | +51.8% | -57.7% | -11.1% |
| 6M | +73.2% | +57.8% | +15.4% | +62.3% |
| YTD | +167.8% | +59.0% | +108.9% | +151.0% |
| 1Y | +386.0% | +41.2% | +344.8% | +359.9% |
| All | +1,328.4% | +177.6% | +1,150.9% | +1,155.2% |
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