+200.8%
WMB vs HALO
+156.0%
+44.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.8% | -3.2% | +11.1% | +8.0% |
| 30D | -5.1% | -14.2% | +9.1% | -4.3% |
| 3M | -4.7% | -0.4% | -4.3% | -4.9% |
| 6M | -7.4% | +43.2% | -50.6% | -10.0% |
| YTD | +17.5% | +49.0% | -31.5% | +13.5% |
| 1Y | +19.5% | +40.8% | -21.4% | +15.9% |
| 3Y | +121.3% | +167.4% | -46.1% | +96.2% |
| All | +200.8% | +156.0% | +44.8% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling