+290.5%
GME vs HALO
+979.6%
-689.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +10.4% | -2.7% | +13.1% | +11.3% |
| 30D | +14.1% | +5.3% | +8.8% | +12.1% |
| 3M | -4.6% | +51.6% | -56.2% | -17.5% |
| 6M | -13.5% | +61.3% | -74.8% | -27.0% |
| YTD | +5.3% | +59.3% | -54.0% | -11.3% |
| 1Y | -14.9% | +38.3% | -53.2% | -25.1% |
| 3Y | +24.3% | +185.9% | -161.6% | -19.9% |
| 5Y | -55.6% | +159.9% | -215.5% | -70.8% |
| All | +290.5% | +979.6% | -689.1% | +91.4% |
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