+816.6%
GLD vs HALO
+4,886.0%
-4,069.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | +4.6% | -5.1% | -0.5% |
| 30D | +4.4% | +31.8% | -27.4% | +4.4% |
| 3M | -1.1% | +53.9% | -55.0% | -1.1% |
| 6M | -13.8% | +57.4% | -71.2% | -13.8% |
| YTD | +2.6% | +63.7% | -61.1% | +2.7% |
| 1Y | +24.5% | +50.1% | -25.6% | +24.5% |
| 3Y | +125.8% | +157.3% | -31.5% | +126.2% |
| 5Y | +137.8% | +161.0% | -23.2% | +138.3% |
| 10Y | +221.4% | +1,018.7% | -797.3% | +225.9% |
| All | +816.6% | +4,886.0% | -4,069.4% | +831.9% |
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