+1,151.8%
GS vs HALO
+2,323.1%
-1,171.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +1.6% | -19.9% | +21.5% | +5.3% |
| 30D | +1.7% | -6.7% | +8.4% | +2.6% |
| 3M | -11.6% | +0.4% | -11.9% | -12.0% |
| 6M | -1.9% | +60.6% | -62.5% | -10.6% |
| YTD | +5.1% | +53.0% | -48.0% | -3.6% |
| 1Y | +16.4% | +51.4% | -35.0% | +6.9% |
| 3Y | +199.0% | +176.5% | +22.5% | +140.0% |
| 5Y | +157.4% | +169.7% | -12.3% | +103.2% |
| 10Y | +457.2% | +747.6% | -290.3% | +244.3% |
| All | +1,151.8% | +2,323.1% | -1,171.2% | +409.1% |
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