+650.5%
GS vs HALO
+924.7%
-274.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +2.4% | -2.1% | +4.5% | +2.9% |
| 30D | -0.1% | +4.6% | -4.7% | -1.0% |
| 3M | +0.2% | +50.2% | -50.1% | -8.5% |
| 6M | +24.8% | +57.6% | -32.8% | +12.7% |
| YTD | +18.8% | +59.6% | -40.8% | +6.7% |
| 1Y | +37.3% | +41.2% | -3.9% | +26.3% |
| 3Y | +237.9% | +178.9% | +59.0% | +156.8% |
| 5Y | +187.0% | +160.1% | +27.0% | +115.3% |
| 10Y | +650.5% | +967.5% | -317.0% | +294.9% |
| All | +650.5% | +924.7% | -274.2% | +294.9% |
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