-98.3%
DFNS vs HALO
+41.1%
-139.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.3% | -2.7% | -3.6% | -7.2% |
| 30D | -74.0% | +5.3% | -79.3% | -73.4% |
| 3M | -70.1% | +51.6% | -121.7% | -66.7% |
| 6M | -93.9% | +61.3% | -155.2% | -93.1% |
| YTD | -98.1% | +59.3% | -157.4% | -97.9% |
| 1Y | -98.3% | +38.3% | -136.6% | -97.7% |
| All | -98.3% | +41.1% | -139.3% | -97.7% |
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