+281.4%
WMB vs HALO
+689.5%
-408.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +7.8% | -3.2% | +11.1% | +8.3% |
| 30D | -5.1% | -14.2% | +9.1% | -3.2% |
| 3M | -4.7% | -0.4% | -4.3% | -5.2% |
| 6M | -7.4% | +43.2% | -50.6% | -13.4% |
| YTD | +17.5% | +49.0% | -31.5% | +8.6% |
| 1Y | +19.5% | +40.8% | -21.4% | +11.3% |
| 3Y | +121.3% | +167.4% | -46.1% | +76.1% |
| 5Y | +200.5% | +157.4% | +43.2% | +133.4% |
| All | +281.4% | +689.5% | -408.2% | +122.8% |
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