+34.1%
GEN vs HALO
+156.0%
-121.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +2.0% | -3.2% | +5.3% | +2.6% |
| 30D | +27.7% | -14.2% | +41.9% | +30.5% |
| 3M | +3.3% | -0.4% | +3.7% | +2.9% |
| 6M | +31.8% | +43.2% | -11.4% | +23.4% |
| YTD | +13.5% | +49.0% | -35.5% | +5.1% |
| 1Y | +16.0% | +40.8% | -24.8% | +8.3% |
| 3Y | +70.6% | +167.4% | -96.8% | +36.4% |
| All | +34.1% | +156.0% | -121.9% | +3.9% |
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