+330.8%
WM vs HALO
+692.7%
-361.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +1.2% | -18.1% | +19.3% | +2.7% |
| 30D | +15.2% | -8.2% | +23.4% | +15.9% |
| 3M | +8.3% | -1.1% | +9.4% | +8.3% |
| 6M | +13.1% | +41.9% | -28.8% | +9.6% |
| YTD | +12.5% | +49.6% | -37.1% | +8.3% |
| 1Y | +21.8% | +42.5% | -20.8% | +17.6% |
| 3Y | +48.8% | +170.3% | -121.5% | +34.3% |
| 5Y | +62.1% | +158.4% | -96.3% | +44.7% |
| All | +330.8% | +692.7% | -361.9% | +249.4% |
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