-4.5%
DASH vs HALO
+136.2%
-140.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.8% | -20.2% | +15.4% | +1.0% |
| 30D | -7.9% | -6.8% | -1.1% | -6.6% |
| 3M | -16.3% | -0.2% | -16.1% | -17.0% |
| 6M | +10.4% | +60.5% | -50.1% | -5.5% |
| YTD | -20.1% | +52.9% | -73.0% | -31.2% |
| 1Y | -11.4% | +50.8% | -62.2% | -23.7% |
| 3Y | +114.1% | +180.6% | -66.5% | +28.9% |
| 5Y | -5.8% | +166.6% | -172.3% | -45.8% |
| All | -4.5% | +136.2% | -140.7% | -40.9% |
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