+422.4%
GE vs HALO
+157.2%
+265.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.8% | -3.4% | +0.6% | -2.3% |
| 30D | -11.9% | +4.3% | -16.2% | -12.6% |
| 3M | +1.8% | +51.8% | -49.9% | -5.6% |
| 6M | -0.6% | +57.8% | -58.4% | -8.5% |
| YTD | +5.5% | +59.0% | -53.5% | -3.1% |
| 1Y | +15.0% | +41.2% | -26.2% | +7.4% |
| 3Y | +269.5% | +177.8% | +91.7% | +196.7% |
| 5Y | +422.4% | +159.5% | +263.0% | +296.2% |
| All | +422.4% | +157.2% | +265.2% | +296.2% |
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