+2,509.9%
GRMN vs HALO
+2,426.8%
+83.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.1% |
| 7D | -1.4% | -2.1% | +0.7% | -1.1% |
| 30D | -13.1% | +4.6% | -17.7% | -13.7% |
| 3M | +14.9% | +50.2% | -35.3% | +8.0% |
| 6M | +13.1% | +57.6% | -44.5% | +5.4% |
| YTD | +35.3% | +59.6% | -24.3% | +25.5% |
| 1Y | +16.0% | +41.2% | -25.2% | +9.3% |
| 3Y | +179.6% | +178.9% | +0.7% | +132.7% |
| 5Y | +75.0% | +160.1% | -85.1% | +45.0% |
| 10Y | +644.1% | +967.5% | -323.4% | +380.1% |
| All | +2,509.9% | +2,426.8% | +83.1% | +1,171.5% |
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