+24.6%
DBX vs HALO
+92.7%
-68.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +3.3% |
| 7D | -1.1% | +0.2% | -1.4% | -1.1% |
| 30D | +5.0% | +20.3% | -15.3% | +6.3% |
| 3M | +4.6% | +56.6% | -52.0% | +7.0% |
| 6M | +43.9% | +101.9% | -57.9% | +50.7% |
| YTD | +29.9% | +93.7% | -63.8% | +35.8% |
| 1Y | +24.6% | +91.5% | -66.9% | +32.0% |
| All | +24.6% | +92.7% | -68.1% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling