+5,542.7%
DPZ vs HALO
+3,297.7%
+2,245.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.7% | +13.6% | +0.1% |
| 7D | +6.6% | -20.8% | +27.4% | +10.0% |
| 30D | +10.3% | -6.5% | +16.7% | +11.1% |
| 3M | -6.2% | +20.8% | -27.0% | -9.3% |
| 6M | +4.2% | +56.2% | -51.9% | -3.2% |
| YTD | -18.4% | +54.0% | -72.4% | -24.3% |
| 1Y | -14.9% | +51.5% | -66.5% | -21.0% |
| 3Y | -4.6% | +193.9% | -198.5% | -21.9% |
| 5Y | -27.4% | +154.6% | -182.0% | -40.2% |
| 10Y | +125.9% | +1,124.9% | -999.0% | +38.6% |
| All | +5,542.7% | +3,297.7% | +2,245.0% | +2,374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling