+291.0%
GEN vs HALO
+2,426.8%
-2,135.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.7% |
| 30D | +2.1% | +4.6% | -2.6% | +1.4% |
| 3M | +19.7% | +50.2% | -30.5% | +13.7% |
| 6M | +33.3% | +57.6% | -24.3% | +25.5% |
| YTD | +11.1% | +59.6% | -48.5% | +4.3% |
| 1Y | +3.0% | +41.2% | -38.2% | -2.0% |
| 3Y | +57.9% | +178.9% | -121.0% | +35.8% |
| 5Y | +20.6% | +160.1% | -139.5% | +3.1% |
| 10Y | +153.2% | +967.5% | -814.3% | +76.1% |
| All | +291.0% | +2,426.8% | -2,135.8% | +110.1% |
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