+138.9%
DPZ vs HALO
+692.7%
-553.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | -2.5% | -18.1% | +15.7% | 0.0% |
| 30D | +12.5% | -8.2% | +20.7% | +13.6% |
| 3M | -5.2% | -1.1% | -4.1% | -5.4% |
| 6M | +8.8% | +41.9% | -33.2% | +2.9% |
| YTD | -18.7% | +49.6% | -68.2% | -24.0% |
| 1Y | -15.7% | +42.5% | -58.2% | -20.8% |
| 3Y | -7.5% | +170.3% | -177.8% | -23.4% |
| 5Y | -30.1% | +158.4% | -188.5% | -42.8% |
| All | +138.9% | +692.7% | -553.7% | +64.9% |
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