-44.8%
GRAB vs HALO
+41.1%
-85.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -2.7% | -8.1% | -10.7% |
| 30D | -15.5% | +5.3% | -20.8% | -15.8% |
| 3M | -9.0% | +51.6% | -60.5% | -12.1% |
| 6M | -21.6% | +61.3% | -82.8% | -24.8% |
| YTD | -38.9% | +59.3% | -98.2% | -42.2% |
| 1Y | -44.8% | +38.3% | -83.1% | -49.6% |
| All | -44.8% | +41.1% | -85.9% | -49.6% |
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