+46.2%
WM vs HALO
+193.0%
-146.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.7% | +13.6% | -1.0% |
| 7D | +1.2% | -20.8% | +22.0% | +2.7% |
| 30D | +13.1% | -6.5% | +19.5% | +13.5% |
| 3M | +3.6% | +20.8% | -17.2% | +2.2% |
| 6M | +8.1% | +56.2% | -48.1% | +4.6% |
| YTD | +8.9% | +54.0% | -45.1% | +5.4% |
| 1Y | +20.3% | +51.5% | -31.2% | +16.5% |
| 3Y | +46.2% | +193.9% | -147.7% | +37.3% |
| All | +46.2% | +193.0% | -146.8% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling