-20.1%
GFS vs HALO
+170.1%
-190.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +7.4% | -3.2% | +10.6% | +7.9% |
| 30D | -15.3% | -14.2% | -1.1% | -13.6% |
| 3M | -21.1% | -0.4% | -20.7% | -21.6% |
| 6M | -44.5% | +43.2% | -87.7% | -48.2% |
| YTD | +19.2% | +49.0% | -29.8% | +10.5% |
| 1Y | +27.2% | +40.8% | -13.6% | +18.8% |
| 3Y | -20.1% | +167.4% | -187.5% | -34.4% |
| All | -20.1% | +170.1% | -190.3% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling