+2,100.2%
WMB vs HALO
+2,259.3%
-159.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +7.8% | -3.2% | +11.1% | +8.4% |
| 30D | -5.1% | -14.2% | +9.1% | -3.0% |
| 3M | -4.7% | -0.4% | -4.3% | -5.2% |
| 6M | -7.4% | +43.2% | -50.6% | -13.8% |
| YTD | +17.5% | +49.0% | -31.5% | +8.1% |
| 1Y | +19.5% | +40.8% | -21.4% | +10.8% |
| 3Y | +121.3% | +167.4% | -46.1% | +77.6% |
| 5Y | +200.5% | +157.4% | +43.2% | +136.6% |
| 10Y | +281.9% | +697.1% | -415.2% | +132.8% |
| All | +2,100.2% | +2,259.3% | -159.0% | +869.1% |
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