+463.2%
WFC vs HALO
+2,448.5%
-1,985.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | +1.1% | +0.5% | +0.5% | +1.0% |
| 30D | +0.8% | +5.0% | -4.2% | -0.1% |
| 3M | +9.3% | +53.1% | -43.9% | +1.0% |
| 6M | +10.6% | +60.8% | -50.1% | +1.2% |
| YTD | -4.1% | +60.9% | -65.0% | -12.4% |
| 1Y | +13.6% | +42.8% | -29.2% | +5.6% |
| 3Y | +130.7% | +181.3% | -50.5% | +84.5% |
| 5Y | +126.7% | +157.6% | -30.8% | +80.5% |
| 10Y | +132.1% | +910.4% | -778.2% | +36.1% |
| All | +463.2% | +2,448.5% | -1,985.2% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling