+18.7%
DBX vs HALO
+433.5%
-414.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | -1.3% | +0.5% | -1.9% | -1.4% |
| 30D | -2.9% | +5.0% | -7.9% | -3.9% |
| 3M | +23.8% | +53.1% | -29.3% | +12.5% |
| 6M | +26.2% | +60.8% | -34.6% | +12.9% |
| YTD | +21.6% | +60.9% | -39.3% | +8.3% |
| 1Y | +11.4% | +42.8% | -31.4% | +1.7% |
| 3Y | +21.3% | +181.3% | -160.0% | -11.6% |
| 5Y | +6.7% | +157.6% | -150.9% | -22.9% |
| All | +18.7% | +433.5% | -414.8% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling