+857.0%
IAU vs HALO
+5,542.1%
-4,685.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -2.0% | -2.7% | +0.7% | -2.0% |
| 30D | -1.5% | +5.3% | -6.8% | -1.5% |
| 3M | +3.3% | +51.6% | -48.3% | +3.3% |
| 6M | -16.2% | +61.3% | -77.5% | -16.2% |
| YTD | +0.7% | +59.3% | -58.6% | +0.7% |
| 1Y | +19.2% | +38.3% | -19.0% | +19.2% |
| 3Y | +124.4% | +185.9% | -61.5% | +125.0% |
| 5Y | +140.0% | +159.9% | -19.9% | +140.8% |
| 10Y | +218.9% | +965.6% | -746.7% | +224.0% |
| All | +857.0% | +5,542.1% | -4,685.1% | +879.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 all: compounded portfolio wealth divided by compounded HALO 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…
all analysis · Full analysis span regression · 6 months rolling