-57.4%
GNRC vs HALO
+158.6%
-216.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -0.2% | -2.7% | +2.5% | +0.5% |
| 30D | -15.7% | +5.3% | -21.0% | -17.0% |
| 3M | -27.3% | +51.6% | -78.9% | -35.8% |
| 6M | -12.1% | +61.3% | -73.3% | -23.9% |
| YTD | +37.1% | +59.3% | -22.2% | +18.6% |
| 1Y | -0.5% | +38.3% | -38.7% | -10.5% |
| 3Y | +61.5% | +185.9% | -124.3% | +3.5% |
| All | -57.4% | +158.6% | -216.0% | -73.6% |
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 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