+199.6%
DKS vs HALO
+979.6%
-780.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.0% | -2.7% | +0.7% | -1.4% |
| 30D | -32.7% | +5.3% | -38.1% | -33.6% |
| 3M | -38.8% | +51.6% | -90.4% | -44.5% |
| 6M | -29.4% | +61.3% | -90.7% | -37.0% |
| YTD | -30.3% | +59.3% | -89.6% | -37.8% |
| 1Y | -39.6% | +38.3% | -77.9% | -44.5% |
| 3Y | +32.2% | +185.9% | -153.7% | -2.2% |
| 5Y | +15.1% | +159.9% | -144.8% | -14.6% |
| All | +199.6% | +979.6% | -780.0% | +65.8% |
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