+154.5%
DPZ vs HALO
+967.7%
-813.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.5% | +4.6% | -7.1% | -3.1% |
| 30D | -7.0% | +31.8% | -38.8% | -10.5% |
| 3M | +11.6% | +53.9% | -42.3% | +5.1% |
| 6M | -15.2% | +57.4% | -72.5% | -20.5% |
| YTD | -17.2% | +63.7% | -81.0% | -23.1% |
| 1Y | -24.8% | +50.1% | -75.0% | -29.4% |
| 3Y | -8.7% | +157.3% | -166.0% | -22.6% |
| 5Y | -28.9% | +161.0% | -189.9% | -40.9% |
| All | +154.5% | +967.7% | -813.2% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling