+24.3%
DECK vs HALO
+204.4%
-180.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.1% | -0.6% |
| 7D | +6.0% | -6.3% | +12.3% | +7.2% |
| 30D | +7.4% | +12.1% | -4.6% | +5.3% |
| 3M | -11.7% | +47.1% | -58.7% | -17.8% |
| 6M | -11.0% | +86.7% | -97.6% | -21.0% |
| YTD | -15.4% | +82.7% | -98.1% | -25.1% |
| 1Y | +7.2% | +80.0% | -72.8% | -5.0% |
| 3Y | -11.8% | +245.6% | -257.4% | -36.4% |
| 5Y | +24.3% | +202.0% | -177.7% | -13.0% |
| All | +24.3% | +204.4% | -180.1% | -13.0% |
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