+247.6%
DIA vs HALO
+979.6%
-732.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.6% | -2.7% | +1.2% | -1.1% |
| 30D | -2.0% | +5.3% | -7.3% | -2.8% |
| 3M | +3.6% | +51.6% | -47.9% | -3.1% |
| 6M | +11.5% | +61.3% | -49.7% | +3.1% |
| YTD | +10.4% | +59.3% | -48.9% | +2.1% |
| 1Y | +15.6% | +38.3% | -22.7% | +9.0% |
| 3Y | +58.9% | +185.9% | -127.0% | +29.8% |
| 5Y | +65.3% | +159.9% | -94.6% | +34.3% |
| All | +247.6% | +979.6% | -732.0% | +128.9% |
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 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