+746.5%
DIA vs HALO
+2,448.5%
-1,702.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | +0.1% | +0.5% | -0.5% | 0.0% |
| 30D | -2.1% | +5.0% | -7.1% | -2.6% |
| 3M | +4.2% | +53.1% | -49.0% | -0.9% |
| 6M | +11.9% | +60.8% | -48.9% | +5.8% |
| YTD | +10.8% | +60.9% | -50.1% | +4.6% |
| 1Y | +17.5% | +42.8% | -25.3% | +12.2% |
| 3Y | +59.9% | +181.3% | -121.3% | +39.1% |
| 5Y | +64.1% | +157.6% | -93.4% | +42.3% |
| 10Y | +246.2% | +910.4% | -664.1% | +151.4% |
| All | +746.5% | +2,448.5% | -1,702.0% | +383.9% |
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 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