+1,245.6%
WM vs HALO
+2,492.7%
-1,247.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | +4.6% | -4.9% | -0.7% |
| 30D | -2.4% | +31.8% | -34.2% | -4.7% |
| 3M | +0.4% | +53.9% | -53.5% | -3.3% |
| 6M | -9.5% | +57.4% | -66.9% | -13.1% |
| YTD | +0.5% | +63.7% | -63.2% | -3.9% |
| 1Y | -1.1% | +50.1% | -51.2% | -4.8% |
| 3Y | +46.0% | +157.3% | -111.3% | +32.4% |
| 5Y | +51.8% | +161.0% | -109.2% | +35.9% |
| 10Y | +307.5% | +1,018.7% | -711.2% | +212.1% |
| All | +1,245.6% | +2,492.7% | -1,247.1% | +717.3% |
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