-14.9%
GME vs HALO
+41.1%
-55.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +10.4% | -2.7% | +13.1% | +10.7% |
| 30D | +14.1% | +5.3% | +8.8% | +13.5% |
| 3M | -4.6% | +51.6% | -56.2% | -10.1% |
| 6M | -13.5% | +61.3% | -74.8% | -19.4% |
| YTD | +5.3% | +59.3% | -54.0% | -4.0% |
| 1Y | -14.9% | +38.3% | -53.2% | -12.6% |
| All | -14.9% | +41.1% | -55.9% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling