-4.6%
DPZ vs HALO
+193.0%
-197.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.7% | +13.6% | -1.0% |
| 7D | +6.6% | -20.8% | +27.4% | +8.3% |
| 30D | +10.3% | -6.5% | +16.7% | +10.7% |
| 3M | -6.2% | +20.8% | -27.0% | -7.6% |
| 6M | +4.2% | +56.2% | -51.9% | +0.4% |
| YTD | -18.4% | +54.0% | -72.4% | -21.6% |
| 1Y | -14.9% | +51.5% | -66.5% | -18.3% |
| 3Y | -4.6% | +193.9% | -198.5% | -17.2% |
| All | -4.6% | +193.0% | -197.6% | -17.2% |
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