-74.3%
GRAB vs HALO
+169.7%
-244.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -2.7% | -8.1% | -10.4% |
| 30D | -15.5% | +5.3% | -20.8% | -16.2% |
| 3M | -9.0% | +51.6% | -60.5% | -15.3% |
| 6M | -21.6% | +61.3% | -82.8% | -28.0% |
| YTD | -38.9% | +59.3% | -98.2% | -44.0% |
| 1Y | -44.8% | +38.3% | -83.1% | -48.3% |
| 3Y | -18.4% | +185.9% | -204.3% | -37.5% |
| 5Y | -71.6% | +159.9% | -231.6% | -78.3% |
| All | -74.3% | +169.7% | -244.0% | -80.1% |
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 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