+1,328.4%
GS vs HALO
+2,492.7%
-1,164.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.9% | +4.6% | -3.7% | +0.2% |
| 30D | -1.6% | +31.8% | -33.4% | -6.5% |
| 3M | -4.5% | +53.9% | -58.4% | -11.8% |
| 6M | +20.9% | +57.4% | -36.5% | +11.0% |
| YTD | +19.9% | +63.7% | -43.8% | +9.2% |
| 1Y | +41.4% | +50.1% | -8.7% | +30.4% |
| 3Y | +239.2% | +157.3% | +81.8% | +176.1% |
| 5Y | +185.0% | +161.0% | +24.1% | +126.8% |
| 10Y | +655.0% | +1,018.7% | -363.7% | +344.9% |
| All | +1,328.4% | +2,492.7% | -1,164.3% | +476.3% |
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 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