+278.2%
WULF vs HALO
+2,422.4%
-2,144.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -2.7% | +4.1% | +1.6% |
| 30D | -2.6% | +5.3% | -7.9% | -3.0% |
| 3M | -34.0% | +51.6% | -85.5% | -35.8% |
| 6M | +10.0% | +61.3% | -51.3% | +6.5% |
| YTD | +45.7% | +59.3% | -13.6% | +41.2% |
| 1Y | +57.3% | +38.3% | +19.1% | +53.6% |
| 3Y | +878.9% | +185.9% | +693.1% | +813.1% |
| 5Y | -28.3% | +159.9% | -188.3% | -33.0% |
| 10Y | +82.7% | +965.6% | -882.9% | +61.5% |
| All | +278.2% | +2,422.4% | -2,144.2% | +222.2% |
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