+38.2%
DOV vs HALO
+177.6%
-139.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -1.9% | -3.4% | +1.5% | -1.6% |
| 30D | -9.9% | +4.3% | -14.1% | -10.3% |
| 3M | -12.1% | +51.8% | -63.9% | -16.4% |
| 6M | -10.4% | +57.8% | -68.2% | -15.3% |
| YTD | -3.3% | +59.0% | -62.3% | -8.7% |
| 1Y | +7.8% | +41.2% | -33.4% | +3.0% |
| All | +38.2% | +177.6% | -139.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling