-0.8%
GFS vs HALO
+184.8%
-185.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.2% | -3.4% | +6.6% | +4.0% |
| 30D | -9.6% | +4.3% | -13.8% | -10.6% |
| 3M | -38.5% | +51.8% | -90.3% | -44.8% |
| 6M | -1.3% | +57.8% | -59.1% | -12.4% |
| YTD | +31.8% | +59.0% | -27.2% | +16.6% |
| 1Y | +44.6% | +41.2% | +3.4% | +31.1% |
| 3Y | -20.6% | +177.8% | -198.5% | -43.6% |
| All | -0.8% | +184.8% | -185.6% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling