-21.1%
GIS vs HALO
+979.6%
-1,000.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -2.7% | -3.7% | -6.3% |
| 30D | -6.1% | +5.3% | -11.4% | -6.3% |
| 3M | +7.8% | +51.6% | -43.7% | +5.9% |
| 6M | -8.8% | +61.3% | -70.0% | -10.7% |
| YTD | -19.1% | +59.3% | -78.4% | -20.8% |
| 1Y | -24.8% | +38.3% | -63.0% | -25.9% |
| 3Y | -37.6% | +185.9% | -223.4% | -40.5% |
| 5Y | -25.4% | +159.9% | -185.4% | -29.0% |
| All | -21.1% | +979.6% | -1,000.6% | -27.6% |
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