+63.8%
DIA vs HALO
+157.2%
-93.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -3.0% | -3.4% | +0.4% | -2.6% |
| 30D | -3.0% | +4.3% | -7.3% | -3.5% |
| 3M | +4.5% | +51.8% | -47.3% | -1.3% |
| 6M | +9.8% | +57.8% | -48.0% | +3.0% |
| YTD | +9.3% | +59.0% | -49.7% | +2.3% |
| 1Y | +16.0% | +41.2% | -25.2% | +10.1% |
| 3Y | +57.7% | +177.8% | -120.1% | +32.8% |
| 5Y | +63.8% | +159.5% | -95.7% | +35.0% |
| All | +63.8% | +157.2% | -93.5% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling