-98.3%
DFNS vs HALO
+47.3%
-145.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.4% |
| 7D | -16.0% | +4.6% | -20.6% | -14.8% |
| 30D | -77.7% | +31.8% | -109.5% | -75.7% |
| 3M | -77.2% | +53.9% | -131.1% | -74.6% |
| 6M | -95.2% | +57.4% | -152.6% | -94.6% |
| YTD | -98.0% | +63.7% | -161.7% | -97.8% |
| 1Y | -98.3% | +50.1% | -148.4% | -98.0% |
| All | -98.3% | +47.3% | -145.5% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling