+15.6%
DIA vs HALO
+41.1%
-25.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -2.7% | +1.2% | -1.3% |
| 30D | -2.0% | +5.3% | -7.3% | -2.4% |
| 3M | +3.6% | +51.6% | -47.9% | -0.7% |
| 6M | +11.5% | +61.3% | -49.7% | +5.7% |
| YTD | +10.4% | +59.3% | -48.9% | +4.7% |
| 1Y | +15.6% | +38.3% | -22.7% | +9.9% |
| All | +15.6% | +41.1% | -25.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling