+6,739.8%
DECK vs HALO
+2,793.2%
+3,946.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.1% | -0.5% |
| 7D | +6.0% | -6.3% | +12.3% | +7.2% |
| 30D | +7.4% | +12.1% | -4.6% | +5.2% |
| 3M | -11.7% | +47.1% | -58.7% | -17.9% |
| 6M | -11.0% | +86.7% | -97.6% | -20.9% |
| YTD | -15.4% | +82.7% | -98.1% | -24.9% |
| 1Y | +7.2% | +80.0% | -72.8% | -4.7% |
| 3Y | -11.8% | +245.6% | -257.4% | -32.4% |
| 5Y | +24.3% | +202.0% | -177.7% | -3.8% |
| 10Y | +907.5% | +1,353.4% | -445.9% | +465.7% |
| All | +6,739.8% | +2,793.2% | +3,946.7% | +2,633.7% |
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