+225.2%
GIS vs HALO
+2,417.6%
-2,192.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.0% |
| 7D | -8.4% | -3.4% | -5.0% | -8.3% |
| 30D | -5.2% | +4.3% | -9.5% | -5.4% |
| 3M | +8.2% | +51.8% | -43.6% | +6.0% |
| 6M | -12.0% | +57.8% | -69.8% | -14.0% |
| YTD | -18.9% | +59.0% | -77.9% | -20.8% |
| 1Y | -23.6% | +41.2% | -64.8% | -25.1% |
| 3Y | -37.6% | +177.8% | -215.5% | -41.2% |
| 5Y | -25.2% | +159.5% | -184.7% | -29.7% |
| 10Y | -19.3% | +963.6% | -983.0% | -30.6% |
| All | +225.2% | +2,417.6% | -2,192.5% | +140.5% |
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