-22.1%
GFS vs HALO
+176.9%
-199.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | -16.4% | +5.0% | -21.4% | -17.2% |
| 3M | -41.6% | +53.1% | -94.7% | -46.2% |
| 6M | -3.7% | +60.8% | -64.4% | -12.3% |
| YTD | +29.3% | +60.9% | -31.6% | +17.7% |
| 1Y | +37.1% | +42.8% | -5.7% | +27.0% |
| 3Y | -22.1% | +181.3% | -203.4% | -41.0% |
| All | -22.1% | +176.9% | -199.1% | -41.0% |
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