+226.7%
GDX vs HALO
+157.2%
+69.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -5.4% | -3.4% | -2.0% | -4.9% |
| 30D | +6.6% | +4.3% | +2.3% | +6.0% |
| 3M | +30.1% | +51.8% | -21.7% | +23.0% |
| 6M | -7.1% | +57.8% | -64.9% | -12.6% |
| YTD | +12.0% | +59.0% | -47.0% | +5.2% |
| 1Y | +41.2% | +41.2% | 0.0% | +34.2% |
| 3Y | +251.0% | +177.8% | +73.1% | +202.2% |
| 5Y | +226.7% | +159.5% | +67.3% | +180.2% |
| All | +226.7% | +157.2% | +69.5% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling