+632.4%
GEV vs HALO
+164.6%
+467.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -2.7% | +4.3% | +1.9% |
| 30D | -7.9% | +5.3% | -13.3% | -8.5% |
| 3M | +5.6% | +51.6% | -45.9% | -0.3% |
| 6M | +13.1% | +61.3% | -48.2% | +5.6% |
| YTD | +46.7% | +59.3% | -12.5% | +37.2% |
| 1Y | +51.3% | +38.3% | +13.0% | +43.5% |
| All | +632.4% | +164.6% | +467.8% | +575.2% |
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