+52.4%
GEV vs HALO
+92.7%
-40.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.3% | -10.6% | -9.4% |
| 7D | -5.1% | +0.2% | -5.4% | -5.2% |
| 30D | -15.8% | +20.3% | -36.2% | -17.4% |
| 3M | -18.2% | +56.6% | -74.8% | -23.5% |
| 6M | -22.4% | +101.9% | -124.2% | -33.0% |
| YTD | +27.7% | +93.7% | -65.9% | +10.2% |
| 1Y | +52.4% | +91.5% | -39.2% | +31.6% |
| All | +52.4% | +92.7% | -40.3% | +31.6% |
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