+3,617.4%
DLR vs HALO
+4,267.3%
-649.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | -2.2% | +5.0% | -7.3% | -2.9% |
| 3M | +4.7% | +53.1% | -48.4% | -1.4% |
| 6M | +9.0% | +60.8% | -51.8% | +1.8% |
| YTD | +24.1% | +60.9% | -36.8% | +15.8% |
| 1Y | +20.9% | +42.8% | -21.9% | +14.4% |
| 3Y | +60.0% | +181.3% | -121.2% | +34.8% |
| 5Y | +35.3% | +157.6% | -122.3% | +13.7% |
| 10Y | +165.8% | +910.4% | -744.6% | +75.2% |
| All | +3,617.4% | +4,267.3% | -649.9% | +1,555.8% |
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 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