+3,101.5%
DE vs HALO
+2,426.8%
+674.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -3.0% | -2.1% | -1.0% | -2.7% |
| 30D | +11.1% | +4.6% | +6.5% | +10.4% |
| 3M | +17.6% | +50.2% | -32.6% | +10.7% |
| 6M | +13.6% | +57.6% | -44.0% | +6.1% |
| YTD | +46.3% | +59.6% | -13.3% | +36.1% |
| 1Y | +44.2% | +41.2% | +3.0% | +36.3% |
| 3Y | +76.6% | +178.9% | -102.3% | +47.4% |
| 5Y | +98.2% | +160.1% | -61.9% | +64.4% |
| 10Y | +863.5% | +967.5% | -104.0% | +529.6% |
| All | +3,101.5% | +2,426.8% | +674.6% | +1,385.4% |
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 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