+91.5%
HALO vs GAP
+10.4%
+81.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.7% | +1.2% |
| 7D | +0.2% | +8.0% | -7.7% | +0.1% |
| 30D | +20.3% | +2.7% | +17.7% | +20.2% |
| 3M | +56.6% | +16.0% | +40.6% | +56.3% |
| 6M | +101.9% | +2.0% | +99.8% | +103.6% |
| YTD | +93.7% | -4.4% | +98.1% | +96.3% |
| 1Y | +91.5% | +9.2% | +82.3% | +93.3% |
| All | +91.5% | +10.4% | +81.1% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling