+145.0%
WFC vs HALO
+979.6%
-834.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.4% | -2.7% | +3.1% | +0.8% |
| 30D | +1.5% | +5.3% | -3.8% | +0.6% |
| 3M | +10.2% | +51.6% | -41.4% | +2.5% |
| 6M | +18.8% | +61.3% | -42.5% | +9.2% |
| YTD | -1.5% | +59.3% | -60.8% | -9.5% |
| 1Y | +13.5% | +38.3% | -24.7% | +6.6% |
| 3Y | +135.0% | +185.9% | -50.9% | +87.7% |
| 5Y | +130.1% | +159.9% | -29.9% | +83.2% |
| All | +145.0% | +979.6% | -834.6% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling