+405.5%
GH vs HALO
+476.7%
-71.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.5% |
| 7D | -0.2% | -2.1% | +1.9% | +0.7% |
| 30D | -2.6% | +4.6% | -7.3% | -4.7% |
| 3M | +25.1% | +50.2% | -25.1% | +3.5% |
| 6M | +78.5% | +57.6% | +20.9% | +44.2% |
| YTD | +59.4% | +59.6% | -0.2% | +27.0% |
| 1Y | +173.9% | +41.2% | +132.7% | +129.3% |
| 3Y | +382.7% | +178.9% | +203.9% | +162.5% |
| 5Y | +24.4% | +160.1% | -135.7% | -31.6% |
| All | +405.5% | +476.7% | -71.2% | +71.4% |
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 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