+1,365.1%
WM vs HALO
+2,323.1%
-958.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.2% | -19.9% | +21.1% | +2.9% |
| 30D | +13.7% | -6.7% | +20.4% | +14.2% |
| 3M | +5.2% | +0.4% | +4.9% | +5.0% |
| 6M | +11.2% | +60.6% | -49.4% | +6.5% |
| YTD | +9.4% | +53.0% | -43.6% | +5.1% |
| 1Y | +20.4% | +51.4% | -31.0% | +15.6% |
| 3Y | +44.7% | +176.5% | -131.8% | +30.5% |
| 5Y | +58.5% | +169.7% | -111.2% | +41.3% |
| 10Y | +326.4% | +747.6% | -421.2% | +234.7% |
| All | +1,365.1% | +2,323.1% | -958.0% | +793.4% |
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 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