+1,014.9%
DOV vs HALO
+2,426.8%
-1,411.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +1.3% | -2.1% | +3.4% | +1.6% |
| 30D | -8.6% | +4.6% | -13.3% | -9.3% |
| 3M | -13.1% | +50.2% | -63.4% | -18.4% |
| 6M | -8.8% | +57.6% | -66.4% | -15.0% |
| YTD | -1.2% | +59.6% | -60.8% | -8.2% |
| 1Y | +10.7% | +41.2% | -30.5% | +4.5% |
| 3Y | +39.3% | +178.9% | -139.6% | +16.4% |
| 5Y | +16.4% | +160.1% | -143.7% | -3.1% |
| 10Y | +302.5% | +967.5% | -665.0% | +164.0% |
| All | +1,014.9% | +2,426.8% | -1,411.9% | +460.7% |
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