+176.5%
DLR vs HALO
+979.6%
-803.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.1% | -2.7% | +2.8% | +0.4% |
| 30D | -4.3% | +5.3% | -9.6% | -4.9% |
| 3M | +3.8% | +51.6% | -47.7% | -1.2% |
| 6M | +5.8% | +61.3% | -55.4% | -0.1% |
| YTD | +23.5% | +59.3% | -35.7% | +16.6% |
| 1Y | +11.1% | +38.3% | -27.2% | +6.4% |
| 3Y | +57.9% | +185.9% | -128.0% | +35.5% |
| 5Y | +44.0% | +159.9% | -116.0% | +23.5% |
| All | +176.5% | +979.6% | -803.1% | +111.5% |
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