+31.9%
DIS vs HALO
+689.5%
-657.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | +9.2% | -14.2% | +23.3% | +11.2% |
| 3M | +13.5% | -0.4% | +13.9% | +13.1% |
| 6M | +14.3% | +43.2% | -28.9% | +7.7% |
| YTD | +5.4% | +49.0% | -43.6% | -1.6% |
| 1Y | +12.2% | +40.8% | -28.7% | +5.5% |
| 3Y | +37.2% | +167.4% | -130.2% | +13.9% |
| 5Y | -23.1% | +157.4% | -180.5% | -37.0% |
| All | +31.9% | +689.5% | -657.7% | -5.8% |
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 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