+11.2%
DBX vs HALO
+157.2%
-146.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -1.8% | -3.4% | +1.6% | -1.3% |
| 30D | +2.8% | +4.3% | -1.4% | +2.2% |
| 3M | +26.8% | +51.8% | -25.0% | +18.5% |
| 6M | +32.8% | +57.8% | -25.0% | +23.0% |
| YTD | +26.1% | +59.0% | -32.9% | +16.2% |
| 1Y | +14.1% | +41.2% | -27.0% | +7.2% |
| 3Y | +25.7% | +177.8% | -152.1% | -1.9% |
| 5Y | +11.2% | +159.5% | -148.3% | -17.4% |
| All | +11.2% | +157.2% | -146.0% | -17.4% |
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