+185.3%
HALO vs GAP
+103.6%
+81.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -3.4% | -6.3% | +2.9% | -2.9% |
| 30D | +4.3% | -0.2% | +4.5% | +4.1% |
| 3M | +51.8% | 0.0% | +51.8% | +51.4% |
| 6M | +57.8% | -8.1% | +65.9% | +58.3% |
| YTD | +59.0% | -16.5% | +75.5% | +60.5% |
| 1Y | +41.2% | -10.5% | +51.6% | +41.2% |
| All | +185.3% | +103.6% | +81.7% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling