-14.5%
DPZ vs HALO
+92.7%
-107.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.5% |
| 7D | +10.1% | +0.2% | +9.9% | +10.1% |
| 30D | +14.6% | +20.3% | -5.7% | +14.8% |
| 3M | -6.8% | +56.6% | -63.4% | -5.9% |
| 6M | +4.4% | +101.9% | -97.5% | +5.9% |
| YTD | -16.8% | +93.7% | -110.5% | -16.7% |
| 1Y | -14.5% | +91.5% | -106.0% | -14.6% |
| All | -14.5% | +92.7% | -107.2% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling