+46.1%
GSK vs HALO
+177.6%
-131.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -5.4% | -3.4% | -2.0% | -4.9% |
| 30D | -4.6% | +4.3% | -8.9% | -5.2% |
| 3M | -5.1% | +51.8% | -56.9% | -10.9% |
| 6M | -11.4% | +57.8% | -69.2% | -17.4% |
| YTD | +0.7% | +59.0% | -58.3% | -6.1% |
| 1Y | +23.0% | +41.2% | -18.1% | +16.2% |
| All | +46.1% | +177.6% | -131.5% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling