+185.9%
HALO vs GFI
+287.6%
-101.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -2.7% | -4.9% | +2.1% | -2.3% |
| 30D | +5.3% | +10.7% | -5.4% | +4.3% |
| 3M | +51.6% | +25.6% | +25.9% | +48.5% |
| 6M | +61.3% | -8.3% | +69.5% | +61.0% |
| YTD | +59.3% | +6.3% | +53.0% | +57.8% |
| 1Y | +38.3% | +22.1% | +16.2% | +35.8% |
| 3Y | +185.9% | +289.2% | -103.3% | +159.4% |
| All | +185.9% | +287.6% | -101.8% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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