+388.8%
GH vs HALO
+475.7%
-87.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | -2.7% | +0.2% | -1.3% |
| 30D | -4.7% | +5.3% | -10.0% | -6.9% |
| 3M | +20.2% | +51.6% | -31.3% | -0.9% |
| 6M | +78.8% | +61.3% | +17.5% | +43.0% |
| YTD | +54.1% | +59.3% | -5.2% | +22.9% |
| 1Y | +177.1% | +38.3% | +138.8% | +134.2% |
| 3Y | +371.6% | +185.9% | +185.8% | +153.0% |
| 5Y | +21.9% | +159.9% | -138.0% | -33.0% |
| All | +388.8% | +475.7% | -87.0% | +65.8% |
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