+57.7%
GEV vs HALO
+47.3%
+10.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.3% | +4.6% | -1.3% | +2.6% |
| 30D | -7.5% | +31.8% | -39.3% | -12.1% |
| 3M | -2.2% | +53.9% | -56.1% | -11.2% |
| 6M | +12.1% | +57.4% | -45.3% | +0.3% |
| YTD | +44.4% | +63.7% | -19.3% | +26.9% |
| 1Y | +57.7% | +50.1% | +7.5% | +40.1% |
| All | +57.7% | +47.3% | +10.4% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling