-2.4%
GFS vs HALO
+193.3%
-195.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +1.0% | +4.6% | -3.6% | -0.1% |
| 30D | -8.6% | +31.8% | -40.4% | -14.8% |
| 3M | -46.5% | +53.9% | -100.4% | -52.2% |
| 6M | -4.8% | +57.4% | -62.2% | -15.5% |
| YTD | +29.7% | +63.7% | -34.1% | +14.0% |
| 1Y | +35.8% | +50.1% | -14.3% | +21.4% |
| 3Y | -18.3% | +157.3% | -175.7% | -40.3% |
| All | -2.4% | +193.3% | -195.7% | -29.6% |
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