+2,244.4%
WMB vs HALO
+2,492.7%
-248.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.6% | +4.6% | -4.0% | -0.2% |
| 30D | +3.3% | +31.8% | -28.6% | -1.9% |
| 3M | +3.1% | +53.9% | -50.8% | -4.7% |
| 6M | -0.7% | +57.4% | -58.1% | -8.8% |
| YTD | +25.2% | +63.7% | -38.6% | +13.9% |
| 1Y | +32.9% | +50.1% | -17.3% | +22.3% |
| 3Y | +140.6% | +157.3% | -16.8% | +94.8% |
| 5Y | +273.5% | +161.0% | +112.5% | +194.4% |
| 10Y | +334.2% | +1,018.7% | -684.5% | +149.6% |
| All | +2,244.4% | +2,492.7% | -248.3% | +921.2% |
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 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