+278.8%
GE vs HALO
+2,426.8%
-2,148.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -1.2% | -2.1% | +0.8% | -1.0% |
| 30D | -11.3% | +4.6% | -15.9% | -11.8% |
| 3M | -1.4% | +50.2% | -51.6% | -6.9% |
| 6M | +1.2% | +57.6% | -56.4% | -5.1% |
| YTD | +5.9% | +59.6% | -53.6% | -0.9% |
| 1Y | +18.4% | +41.2% | -22.8% | +12.4% |
| 3Y | +271.0% | +178.9% | +92.1% | +215.1% |
| 5Y | +417.9% | +160.1% | +257.8% | +338.0% |
| 10Y | +152.0% | +967.5% | -815.5% | +72.5% |
| All | +278.8% | +2,426.8% | -2,148.0% | +93.0% |
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