+41.5%
DLR vs HALO
+157.2%
-115.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.3% | -3.4% | +2.1% | -0.9% |
| 30D | -2.9% | +4.3% | -7.1% | -3.4% |
| 3M | +3.2% | +51.8% | -48.6% | -2.8% |
| 6M | +3.9% | +57.8% | -53.9% | -2.8% |
| YTD | +21.4% | +59.0% | -37.6% | +13.3% |
| 1Y | +9.7% | +41.2% | -31.5% | +3.9% |
| 3Y | +56.5% | +177.8% | -121.3% | +26.9% |
| 5Y | +41.5% | +159.5% | -117.9% | +11.4% |
| All | +41.5% | +157.2% | -115.7% | +11.4% |
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