+48.2%
GSK vs HALO
+158.6%
-110.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.5% | -2.7% | -0.8% | -3.2% |
| 30D | -3.4% | +5.3% | -8.8% | -4.1% |
| 3M | -8.1% | +51.6% | -59.7% | -13.5% |
| 6M | -11.1% | +61.3% | -72.4% | -17.1% |
| YTD | +0.7% | +59.3% | -58.5% | -5.9% |
| 1Y | +20.1% | +38.3% | -18.1% | +14.1% |
| 3Y | +46.1% | +185.9% | -139.7% | +25.8% |
| All | +48.2% | +158.6% | -110.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling