+431.4%
DIS vs HALO
+2,492.7%
-2,061.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.6% | +4.6% | -7.2% | -3.1% |
| 30D | +3.5% | +31.8% | -28.3% | -0.2% |
| 3M | +6.8% | +53.9% | -47.1% | +1.1% |
| 6M | +3.0% | +57.4% | -54.4% | -2.9% |
| YTD | -6.7% | +63.7% | -70.5% | -12.6% |
| 1Y | -10.1% | +50.1% | -60.2% | -15.0% |
| 3Y | +33.0% | +157.3% | -124.3% | +15.2% |
| 5Y | -40.0% | +161.0% | -201.0% | -48.8% |
| 10Y | +21.1% | +1,018.7% | -997.6% | -16.6% |
| All | +431.4% | +2,492.7% | -2,061.3% | +184.0% |
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 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