-24.2%
DIS vs HALO
+168.5%
-192.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.4% | -19.9% | +24.3% | +7.3% |
| 30D | +10.3% | -6.7% | +17.1% | +11.0% |
| 3M | +15.5% | +0.4% | +15.2% | +15.0% |
| 6M | +11.2% | +60.6% | -49.4% | +3.2% |
| YTD | +5.6% | +53.0% | -47.4% | -1.6% |
| 1Y | +7.7% | +51.4% | -43.7% | +0.4% |
| 3Y | +39.3% | +176.5% | -137.2% | +13.7% |
| All | -24.2% | +168.5% | -192.7% | -41.1% |
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