+15.9%
GS vs HALO
+50.3%
-34.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.7% |
| 7D | +0.8% | -20.2% | +21.0% | +3.3% |
| 30D | +1.2% | -6.8% | +8.0% | +2.2% |
| 3M | -12.4% | -0.2% | -12.2% | -12.2% |
| 6M | -2.3% | +60.5% | -62.8% | -10.1% |
| YTD | +4.6% | +52.9% | -48.3% | -3.8% |
| All | +15.9% | +50.3% | -34.4% | +7.3% |
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