+612.4%
DHI vs HALO
+2,422.4%
-1,809.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.4% | -2.7% | -0.7% | -2.9% |
| 30D | -5.4% | +5.3% | -10.8% | -6.4% |
| 3M | -10.4% | +51.6% | -62.0% | -17.8% |
| 6M | -2.8% | +61.3% | -64.0% | -12.1% |
| YTD | -3.4% | +59.3% | -62.7% | -12.7% |
| 1Y | -22.9% | +38.3% | -61.2% | -28.5% |
| 3Y | +20.7% | +185.9% | -165.2% | -6.5% |
| 5Y | +62.1% | +159.9% | -97.8% | +25.8% |
| 10Y | +410.4% | +965.6% | -555.2% | +180.4% |
| All | +612.4% | +2,422.4% | -1,809.9% | +158.8% |
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