+299.4%
GEN vs HALO
+2,259.3%
-1,959.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +2.0% | -3.2% | +5.3% | +2.5% |
| 30D | +27.7% | -14.2% | +41.9% | +29.9% |
| 3M | +3.3% | -0.4% | +3.7% | +3.0% |
| 6M | +31.8% | +43.2% | -11.4% | +25.4% |
| YTD | +13.5% | +49.0% | -35.5% | +7.1% |
| 1Y | +16.0% | +40.8% | -24.8% | +10.2% |
| 3Y | +70.6% | +167.4% | -96.8% | +47.1% |
| 5Y | +32.1% | +157.4% | -125.2% | +13.0% |
| 10Y | +153.4% | +697.1% | -543.6% | +82.3% |
| All | +299.4% | +2,259.3% | -1,959.9% | +115.8% |
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