+1,358.2%
WM vs HALO
+2,338.4%
-980.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.7% | +13.6% | -0.8% |
| 7D | +1.2% | -20.8% | +22.0% | +3.0% |
| 30D | +13.1% | -6.5% | +19.5% | +13.6% |
| 3M | +3.6% | +20.8% | -17.2% | +1.7% |
| 6M | +8.1% | +56.2% | -48.1% | +3.8% |
| YTD | +8.9% | +54.0% | -45.1% | +4.5% |
| 1Y | +20.3% | +51.5% | -31.2% | +15.6% |
| 3Y | +46.2% | +193.9% | -147.7% | +31.1% |
| 5Y | +59.9% | +154.6% | -94.7% | +43.3% |
| 10Y | +345.6% | +1,124.9% | -779.4% | +238.8% |
| All | +1,358.2% | +2,338.4% | -980.2% | +788.7% |
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