-99.6%
DFNS vs HALO
+92.7%
-192.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.3% | -19.7% | -17.9% |
| 7D | -27.7% | +0.2% | -27.9% | -27.5% |
| 30D | -58.0% | +20.3% | -78.3% | -55.4% |
| 3M | -94.0% | +56.6% | -150.6% | -92.8% |
| 6M | -94.6% | +101.9% | -196.4% | -92.9% |
| YTD | -99.4% | +93.7% | -193.1% | -99.3% |
| 1Y | -99.6% | +91.5% | -191.2% | -99.5% |
| All | -99.6% | +92.7% | -192.3% | -99.5% |
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