+250.8%
GSK vs HALO
+2,448.5%
-2,197.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.6% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | -7.5% | +5.0% | -12.6% | -7.9% |
| 3M | -3.3% | +53.1% | -56.4% | -7.1% |
| 6M | -9.3% | +60.8% | -70.1% | -13.3% |
| YTD | +1.6% | +60.9% | -59.3% | -2.9% |
| 1Y | +25.5% | +42.8% | -17.3% | +21.1% |
| 3Y | +49.3% | +181.3% | -132.0% | +34.0% |
| 5Y | +46.7% | +157.6% | -110.9% | +31.3% |
| 10Y | +76.8% | +910.4% | -833.5% | +37.3% |
| All | +250.8% | +2,448.5% | -2,197.7% | +123.6% |
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 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