+127.9%
WFC vs HALO
+157.2%
-29.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +0.3% | -3.4% | +3.7% | +0.7% |
| 30D | +2.3% | +4.3% | -2.0% | +1.7% |
| 3M | +9.8% | +51.8% | -42.0% | +3.2% |
| 6M | +15.6% | +57.8% | -42.2% | +7.9% |
| YTD | -2.4% | +59.0% | -61.4% | -9.2% |
| 1Y | +13.8% | +41.2% | -27.3% | +7.6% |
| 3Y | +134.6% | +177.8% | -43.2% | +91.7% |
| 5Y | +127.9% | +159.5% | -31.5% | +89.6% |
| All | +127.9% | +157.2% | -29.3% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling