+105.8%
DAL vs HALO
+162.4%
-56.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +0.1% | +4.6% | -4.5% | -0.9% |
| 30D | -13.9% | +31.8% | -45.7% | -19.7% |
| 3M | +1.1% | +53.9% | -52.8% | -9.2% |
| 6M | +26.2% | +57.4% | -31.1% | +12.5% |
| YTD | +16.4% | +63.7% | -47.3% | +2.6% |
| 1Y | +33.9% | +50.1% | -16.3% | +20.1% |
| 3Y | +93.4% | +157.3% | -64.0% | +43.7% |
| All | +105.8% | +162.4% | -56.5% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling