+310.4%
WM vs HALO
+924.7%
-614.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.2% | -2.1% | +0.9% | -1.0% |
| 30D | -4.5% | +4.6% | -9.1% | -4.8% |
| 3M | -2.2% | +50.2% | -52.4% | -5.6% |
| 6M | -11.5% | +57.6% | -69.1% | -14.9% |
| YTD | -0.7% | +59.6% | -60.2% | -4.8% |
| 1Y | +0.3% | +41.2% | -40.8% | -2.9% |
| 3Y | +44.2% | +178.9% | -134.7% | +30.0% |
| 5Y | +51.6% | +160.1% | -108.5% | +35.6% |
| 10Y | +310.4% | +967.5% | -657.1% | +220.4% |
| All | +310.4% | +924.7% | -614.3% | +220.4% |
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