+1,239.0%
GD vs HALO
+2,492.7%
-1,253.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -5.3% | +4.6% | -9.8% | -5.7% |
| 30D | -6.4% | +31.8% | -38.3% | -9.3% |
| 3M | +5.7% | +53.9% | -48.2% | +0.8% |
| 6M | -0.9% | +57.4% | -58.3% | -5.9% |
| YTD | +8.2% | +63.7% | -55.6% | +2.2% |
| 1Y | +13.4% | +50.1% | -36.7% | +8.0% |
| 3Y | +68.5% | +157.3% | -88.8% | +49.0% |
| 5Y | +97.2% | +161.0% | -63.8% | +71.8% |
| 10Y | +190.2% | +1,018.7% | -828.5% | +109.9% |
| All | +1,239.0% | +2,492.7% | -1,253.7% | +684.0% |
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