-58.4%
GME vs HALO
+158.6%
-217.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +10.4% | -2.7% | +13.1% | +11.5% |
| 30D | +14.1% | +5.3% | +8.8% | +11.8% |
| 3M | -4.6% | +51.6% | -56.2% | -19.7% |
| 6M | -13.5% | +61.3% | -74.8% | -29.4% |
| YTD | +5.3% | +59.3% | -54.0% | -14.3% |
| 1Y | -14.9% | +38.3% | -53.2% | -26.8% |
| 3Y | +24.3% | +185.9% | -161.6% | -33.0% |
| All | -58.4% | +158.6% | -217.0% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling