-27.5%
DPZ vs HALO
+155.8%
-183.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.7% | +13.6% | -0.2% |
| 7D | +6.6% | -20.8% | +27.4% | +9.5% |
| 30D | +10.3% | -6.5% | +16.7% | +11.0% |
| 3M | -6.2% | +20.8% | -27.0% | -8.9% |
| 6M | +4.2% | +56.2% | -51.9% | -2.4% |
| YTD | -18.4% | +54.0% | -72.4% | -23.8% |
| 1Y | -14.9% | +51.5% | -66.5% | -20.5% |
| 3Y | -4.6% | +193.9% | -198.5% | -23.8% |
| All | -27.5% | +155.8% | -183.3% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling