+722.8%
GLD vs HALO
+4,500.9%
-3,778.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.1% |
| 7D | -2.0% | -22.0% | +20.0% | -2.0% |
| 30D | -4.4% | -8.5% | +4.0% | -4.4% |
| 3M | -8.9% | -0.9% | -8.0% | -8.9% |
| 6M | -16.0% | +53.1% | -69.1% | -16.0% |
| YTD | -7.9% | +51.1% | -58.9% | -7.8% |
| 1Y | -3.9% | +45.0% | -48.9% | -3.9% |
| 3Y | +103.4% | +173.0% | -69.5% | +103.8% |
| 5Y | +109.7% | +163.6% | -53.9% | +110.3% |
| 10Y | +211.8% | +708.3% | -496.4% | +215.7% |
| All | +722.8% | +4,500.9% | -3,778.1% | +736.6% |
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 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