+24.7%
DECK vs HALO
+156.0%
-131.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +0.1% | -3.2% | +3.4% | +0.7% |
| 30D | +4.8% | -14.2% | +19.0% | +7.3% |
| 3M | -6.9% | -0.4% | -6.5% | -7.3% |
| 6M | -7.6% | +43.2% | -50.8% | -14.3% |
| YTD | -16.3% | +49.0% | -65.2% | -23.5% |
| 1Y | +4.5% | +40.8% | -36.4% | -3.7% |
| 3Y | -17.1% | +167.4% | -184.5% | -37.2% |
| All | +24.7% | +156.0% | -131.3% | -14.8% |
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 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