-99.9%
DFNS vs HALO
+178.6%
-278.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.7% |
| 7D | +4.6% | -2.1% | +6.7% | +4.4% |
| 30D | -73.9% | +4.6% | -78.5% | -73.7% |
| 3M | -71.7% | +50.2% | -121.9% | -70.6% |
| 6M | -94.6% | +57.6% | -152.2% | -94.3% |
| YTD | -98.1% | +59.6% | -157.6% | -98.0% |
| 1Y | -98.3% | +41.2% | -139.5% | -98.2% |
| All | -99.9% | +178.6% | -278.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling