+876.3%
HALO vs GAP
+31.2%
+845.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | -2.7% | -4.1% | +1.4% | -2.2% |
| 30D | +5.3% | +6.2% | -0.9% | +4.2% |
| 3M | +51.6% | -0.7% | +52.3% | +51.0% |
| 6M | +61.3% | -7.1% | +68.4% | +61.5% |
| YTD | +59.3% | -14.1% | +73.4% | +60.6% |
| 1Y | +38.3% | -8.5% | +46.8% | +37.7% |
| 3Y | +185.9% | +115.4% | +70.5% | +139.3% |
| 5Y | +159.9% | +9.8% | +150.1% | +129.9% |
| All | +876.3% | +31.2% | +845.1% | +742.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling