+57.6%
HALO vs GAP
-5.1%
+62.7%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.9% |
| 7D | -2.1% | -3.2% | +1.1% | -2.1% |
| 30D | +4.6% | -0.7% | +5.3% | +4.8% |
| 3M | +50.2% | -0.5% | +50.7% | +51.4% |
| 6M | +57.6% | -5.0% | +62.6% | +64.5% |
| All | +57.6% | -5.1% | +62.7% | +64.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling