+743.8%
WMT vs HALO
+2,417.6%
-1,673.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -6.4% | +4.3% | -10.7% | -6.7% |
| 3M | -12.1% | +51.8% | -63.9% | -14.3% |
| 6M | -15.0% | +57.8% | -72.8% | -17.3% |
| YTD | -4.5% | +59.0% | -63.5% | -7.2% |
| 1Y | +6.2% | +41.2% | -35.0% | +3.7% |
| 3Y | +99.9% | +177.8% | -78.0% | +86.2% |
| 5Y | +131.4% | +159.5% | -28.0% | +114.7% |
| 10Y | +433.2% | +963.6% | -530.4% | +348.6% |
| All | +743.8% | +2,417.6% | -1,673.8% | +537.0% |
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