+100.0%
DAL vs HALO
+176.9%
-77.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | +3.4% | +0.5% | +2.8% | +3.3% |
| 30D | -13.6% | +5.0% | -18.6% | -14.3% |
| 3M | +1.2% | +53.1% | -51.9% | -6.5% |
| 6M | +34.5% | +60.8% | -26.3% | +22.9% |
| YTD | +14.7% | +60.9% | -46.3% | +4.8% |
| 1Y | +29.2% | +42.8% | -13.5% | +20.2% |
| 3Y | +100.0% | +181.3% | -81.3% | +55.8% |
| All | +100.0% | +176.9% | -77.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling