+98.2%
DG vs HALO
+979.6%
-881.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -6.5% | -2.7% | -3.8% | -6.2% |
| 30D | +4.2% | +5.3% | -1.2% | +3.5% |
| 3M | +9.5% | +51.6% | -42.1% | +4.1% |
| 6M | -13.1% | +61.3% | -74.4% | -18.2% |
| YTD | -4.8% | +59.3% | -64.1% | -10.4% |
| 1Y | +20.6% | +38.3% | -17.7% | +15.3% |
| 3Y | +4.9% | +185.9% | -180.9% | -10.7% |
| 5Y | -37.9% | +159.9% | -197.8% | -47.3% |
| All | +98.2% | +979.6% | -881.4% | +39.5% |
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 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