+877.2%
DECK vs HALO
+1,106.4%
-229.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.7% | +14.5% | +2.0% |
| 7D | +5.8% | -20.8% | +26.6% | +10.5% |
| 30D | +7.9% | -6.5% | +14.3% | +8.9% |
| 3M | -11.4% | +20.8% | -32.2% | -15.6% |
| 6M | -16.6% | +56.2% | -72.7% | -25.0% |
| YTD | -16.4% | +54.0% | -70.3% | -25.0% |
| 1Y | +8.6% | +51.5% | -42.9% | -2.5% |
| 3Y | -15.1% | +193.9% | -209.0% | -37.4% |
| 5Y | +22.9% | +154.6% | -131.7% | -8.4% |
| All | +877.2% | +1,106.4% | -229.2% | +447.8% |
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