+4,404.4%
DELL vs HALO
+979.6%
+3,424.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | +8.2% | -2.7% | +10.9% | +8.8% |
| 30D | +17.1% | +5.3% | +11.8% | +15.8% |
| 3M | +45.2% | +51.6% | -6.4% | +33.1% |
| 6M | +286.8% | +61.3% | +225.5% | +248.3% |
| YTD | +354.8% | +59.3% | +295.5% | +310.2% |
| 1Y | +358.3% | +38.3% | +320.0% | +324.7% |
| 3Y | +724.9% | +185.9% | +539.0% | +527.1% |
| 5Y | +1,193.7% | +159.9% | +1,033.7% | +886.7% |
| All | +4,404.4% | +979.6% | +3,424.9% | +2,561.3% |
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