+24.9%
DBX vs HALO
+428.1%
-403.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.1% | -2.7% | +4.8% | +2.7% |
| 30D | +5.7% | +5.3% | +0.4% | +4.5% |
| 3M | +31.8% | +51.6% | -19.8% | +20.0% |
| 6M | +37.5% | +61.3% | -23.8% | +22.8% |
| YTD | +27.9% | +59.3% | -31.4% | +14.1% |
| 1Y | +15.0% | +38.3% | -23.2% | +5.7% |
| 3Y | +27.2% | +185.9% | -158.7% | -7.8% |
| 5Y | +12.8% | +159.9% | -147.2% | -18.7% |
| All | +24.9% | +428.1% | -403.2% | -40.8% |
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