+556.0%
DG vs HALO
+1,600.3%
-1,044.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.9% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | +1.0% | +5.0% | -4.0% | +0.6% |
| 3M | +20.3% | +53.1% | -32.8% | +15.9% |
| 6M | -11.7% | +60.8% | -72.5% | -15.4% |
| YTD | -2.3% | +60.9% | -63.3% | -6.5% |
| 1Y | +20.0% | +42.8% | -22.8% | +15.9% |
| 3Y | +7.2% | +181.3% | -174.0% | -3.6% |
| 5Y | -37.9% | +157.6% | -195.5% | -44.3% |
| 10Y | +107.3% | +910.4% | -803.1% | +64.2% |
| All | +556.0% | +1,600.3% | -1,044.3% | +357.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling