-7.8%
GFS vs HALO
+168.0%
-175.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +17.2% | -18.1% | +35.3% | +21.9% |
| 30D | -8.7% | -8.2% | -0.6% | -7.6% |
| 3M | -19.7% | -1.1% | -18.6% | -20.2% |
| 6M | -40.7% | +41.9% | -82.6% | -46.4% |
| YTD | +22.5% | +49.6% | -27.1% | +9.2% |
| 1Y | +25.2% | +42.5% | -17.3% | +12.6% |
| 3Y | -17.7% | +170.3% | -187.9% | -41.6% |
| 5Y | -23.5% | +158.4% | -181.9% | -43.1% |
| All | -7.8% | +168.0% | -175.7% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling