+351.3%
DAL vs HALO
+975.0%
-623.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +0.1% | +4.6% | -4.5% | -1.0% |
| 30D | -13.9% | +31.8% | -45.7% | -20.2% |
| 3M | +1.1% | +53.9% | -52.8% | -9.8% |
| 6M | +26.2% | +57.4% | -31.1% | +11.8% |
| YTD | +16.4% | +63.7% | -47.3% | +1.9% |
| 1Y | +33.9% | +50.1% | -16.3% | +19.3% |
| 3Y | +93.4% | +157.3% | -64.0% | +44.1% |
| 5Y | +106.4% | +161.0% | -54.6% | +49.7% |
| 10Y | +143.0% | +1,018.7% | -875.7% | +10.8% |
| All | +351.3% | +975.0% | -623.7% | -1.7% |
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