+1,225.6%
GD vs HALO
+2,338.4%
-1,112.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.7% | +15.1% | +1.0% |
| 7D | -5.0% | -20.8% | +15.9% | -2.8% |
| 30D | +8.9% | -6.5% | +15.4% | +9.5% |
| 3M | -8.0% | +20.8% | -28.9% | -10.3% |
| 6M | +2.9% | +56.2% | -53.3% | -2.3% |
| YTD | +7.1% | +54.0% | -46.9% | +1.6% |
| 1Y | +5.9% | +51.5% | -45.6% | +0.6% |
| 3Y | +53.9% | +193.9% | -140.0% | +34.1% |
| 5Y | +95.4% | +154.6% | -59.1% | +70.5% |
| 10Y | +193.5% | +1,124.9% | -931.5% | +110.5% |
| All | +1,225.6% | +2,338.4% | -1,112.8% | +679.2% |
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