+2,110.1%
GNRC vs HALO
+1,741.9%
+368.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -0.2% | -2.7% | +2.5% | +0.3% |
| 30D | -15.7% | +5.3% | -21.0% | -16.6% |
| 3M | -27.3% | +51.6% | -78.9% | -33.0% |
| 6M | -12.1% | +61.3% | -73.3% | -19.9% |
| YTD | +37.1% | +59.3% | -22.2% | +24.9% |
| 1Y | -0.5% | +38.3% | -38.7% | -7.2% |
| 3Y | +61.5% | +185.9% | -124.3% | +27.9% |
| 5Y | -58.6% | +159.9% | -218.5% | -66.8% |
| 10Y | +446.3% | +965.6% | -519.3% | +244.5% |
| All | +2,110.1% | +1,741.9% | +368.2% | +925.9% |
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