-99.7%
DFNS vs HALO
+42.6%
-142.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | -6.0% | -3.2% | -2.7% | -6.2% |
| 30D | -71.2% | -14.2% | -57.0% | -71.1% |
| 3M | -94.5% | -0.4% | -94.1% | -94.2% |
| 6M | -96.5% | +43.2% | -139.7% | -95.8% |
| YTD | -99.6% | +49.0% | -148.6% | -99.5% |
| 1Y | -99.7% | +40.8% | -140.5% | -99.6% |
| All | -99.7% | +42.6% | -142.3% | -99.6% |
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