+7.4%
DASH vs HALO
+162.4%
-154.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -10.6% | +4.6% | -15.2% | -11.6% |
| 30D | +2.2% | +31.8% | -29.7% | -5.4% |
| 3M | +32.3% | +53.9% | -21.6% | +17.4% |
| 6M | +19.1% | +57.4% | -38.3% | +4.8% |
| YTD | -6.5% | +63.7% | -70.2% | -19.2% |
| 1Y | -14.9% | +50.1% | -65.0% | -25.1% |
| 3Y | +151.9% | +157.3% | -5.4% | +65.5% |
| All | +7.4% | +162.4% | -154.9% | -39.1% |
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