+478.5%
GS vs HALO
+922.0%
-443.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | +0.8% | -20.2% | +21.0% | +5.2% |
| 30D | +1.2% | -6.8% | +8.0% | +2.3% |
| 3M | -12.4% | -0.2% | -12.2% | -12.8% |
| 6M | -2.3% | +60.5% | -62.8% | -12.6% |
| YTD | +4.6% | +52.9% | -48.3% | -5.6% |
| 1Y | +17.5% | +50.8% | -33.3% | +6.2% |
| 3Y | +202.0% | +180.6% | +21.4% | +128.0% |
| 5Y | +152.4% | +166.6% | -14.2% | +86.9% |
| 10Y | +478.5% | +801.2% | -322.7% | +221.8% |
| All | +478.5% | +922.0% | -443.5% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling