+206.1%
GLD vs HALO
+689.5%
-483.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | -3.2% | -1.3% | -4.5% |
| 30D | -5.5% | -14.2% | +8.7% | -5.2% |
| 3M | -10.9% | -0.4% | -10.5% | -10.9% |
| 6M | -17.4% | +43.2% | -60.6% | -18.1% |
| YTD | -10.3% | +49.0% | -59.3% | -11.2% |
| 1Y | -7.2% | +40.8% | -48.0% | -8.0% |
| 3Y | +96.9% | +167.4% | -70.5% | +92.6% |
| 5Y | +103.8% | +157.4% | -53.6% | +99.2% |
| All | +206.1% | +689.5% | -483.4% | +192.8% |
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