+7.0%
WMT vs HALO
+47.3%
-40.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.9% | +4.6% | -0.7% | +3.6% |
| 30D | -4.4% | +31.8% | -36.2% | -6.1% |
| 3M | -8.8% | +53.9% | -62.7% | -11.6% |
| 6M | -15.6% | +57.4% | -73.0% | -18.7% |
| YTD | -3.2% | +63.7% | -66.9% | -5.6% |
| 1Y | +7.0% | +50.1% | -43.1% | +3.4% |
| All | +7.0% | +47.3% | -40.2% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling