+5.8%
DASH vs HALO
+148.5%
-142.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -4.9% |
| 7D | -11.2% | +0.5% | -11.7% | -11.3% |
| 30D | -7.3% | +5.0% | -12.3% | -8.7% |
| 3M | +31.4% | +53.1% | -21.7% | +15.4% |
| 6M | +11.9% | +60.8% | -48.9% | -3.5% |
| YTD | -11.5% | +60.9% | -72.4% | -24.3% |
| 1Y | -20.0% | +42.8% | -62.8% | -29.4% |
| 3Y | +143.9% | +181.3% | -37.3% | +48.2% |
| 5Y | -0.2% | +157.6% | -157.8% | -40.9% |
| All | +5.8% | +148.5% | -142.8% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling