+215.1%
GDXJ vs HALO
+979.6%
-764.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -2.7% | -0.1% | -2.5% |
| 30D | +5.0% | +5.3% | -0.4% | +4.3% |
| 3M | +24.1% | +51.6% | -27.5% | +17.7% |
| 6M | -7.4% | +61.3% | -68.6% | -12.8% |
| YTD | +10.2% | +59.3% | -49.1% | +3.9% |
| 1Y | +42.5% | +38.3% | +4.3% | +36.3% |
| 3Y | +285.7% | +185.9% | +99.8% | +232.4% |
| 5Y | +231.9% | +159.9% | +71.9% | +186.3% |
| All | +215.1% | +979.6% | -764.5% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling