+428.1%
WMT vs HALO
+979.6%
-551.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.2% |
| 30D | -7.4% | +5.3% | -12.7% | -7.8% |
| 3M | -10.9% | +51.6% | -62.4% | -13.8% |
| 6M | -12.7% | +61.3% | -73.9% | -16.1% |
| YTD | -3.2% | +59.3% | -62.5% | -6.9% |
| 1Y | +5.3% | +38.3% | -33.0% | +2.2% |
| 3Y | +101.9% | +185.9% | -84.0% | +83.2% |
| 5Y | +134.6% | +159.9% | -25.4% | +112.1% |
| All | +428.1% | +979.6% | -551.5% | +329.3% |
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