+741.1%
DECK vs HALO
+1,008.6%
-267.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -2.2% | +4.6% | -6.8% | -3.1% |
| 30D | -13.6% | +31.8% | -45.4% | -18.8% |
| 3M | -21.2% | +53.9% | -75.1% | -28.5% |
| 6M | -21.1% | +57.4% | -78.5% | -28.9% |
| YTD | -17.2% | +63.7% | -81.0% | -26.5% |
| 1Y | -30.7% | +50.1% | -80.9% | -37.5% |
| 3Y | -3.4% | +157.3% | -160.7% | -26.2% |
| 5Y | +25.5% | +161.0% | -135.4% | -6.6% |
| All | +741.1% | +1,008.6% | -267.4% | +356.3% |
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