+159.7%
GILD vs HALO
+979.6%
-819.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -2.7% | -2.1% | -4.4% |
| 30D | +5.8% | +5.3% | +0.5% | +4.9% |
| 3M | +14.9% | +51.6% | -36.6% | +7.2% |
| 6M | -0.4% | +61.3% | -61.6% | -8.0% |
| YTD | +18.5% | +59.3% | -40.8% | +9.5% |
| 1Y | +25.1% | +38.3% | -13.2% | +18.0% |
| 3Y | +105.9% | +185.9% | -80.0% | +69.1% |
| 5Y | +143.0% | +159.9% | -17.0% | +98.8% |
| All | +159.7% | +979.6% | -819.8% | +62.6% |
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 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