-41.9%
GRAB vs HALO
+92.7%
-134.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.4% | +7.6% |
| 7D | +22.2% | +0.2% | +21.9% | +22.1% |
| 30D | +6.0% | +20.3% | -14.3% | +4.0% |
| 3M | -9.7% | +56.6% | -66.3% | -14.0% |
| 6M | -7.2% | +101.9% | -109.0% | -15.6% |
| YTD | -32.7% | +93.7% | -126.3% | -40.9% |
| 1Y | -41.9% | +91.5% | -133.5% | -48.1% |
| All | -41.9% | +92.7% | -134.6% | -48.1% |
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