-99.9%
DFNS vs HALO
+278.1%
-378.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.3% | -2.7% | -3.6% | -6.5% |
| 30D | -74.0% | +5.3% | -79.3% | -73.9% |
| 3M | -70.1% | +51.6% | -121.7% | -69.6% |
| 6M | -93.9% | +61.3% | -155.2% | -93.8% |
| YTD | -98.1% | +59.3% | -157.4% | -98.1% |
| 1Y | -98.3% | +38.3% | -136.6% | -98.3% |
| 3Y | -99.9% | +185.9% | -285.7% | -99.9% |
| 5Y | -99.9% | +159.9% | -259.8% | -99.9% |
| All | -99.9% | +278.1% | -378.0% | -99.9% |
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