+1,753.9%
WELL vs HALO
+2,448.5%
-694.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -1.3% | +0.5% | -1.9% | -1.4% |
| 30D | +0.5% | +5.0% | -4.5% | -0.1% |
| 3M | +19.1% | +53.1% | -34.1% | +12.8% |
| 6M | +17.0% | +60.8% | -43.8% | +10.0% |
| YTD | +29.2% | +60.9% | -31.7% | +21.3% |
| 1Y | +42.1% | +42.8% | -0.6% | +35.2% |
| 3Y | +204.5% | +181.3% | +23.3% | +160.8% |
| 5Y | +211.0% | +157.6% | +53.4% | +165.1% |
| 10Y | +337.6% | +910.4% | -572.7% | +205.2% |
| All | +1,753.9% | +2,448.5% | -694.5% | +875.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling