+54.5%
DRI vs HALO
+177.6%
-123.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -4.5% |
| 30D | -5.2% | +4.3% | -9.5% | -5.5% |
| 3M | +2.7% | +51.8% | -49.0% | -1.0% |
| 6M | +3.6% | +57.8% | -54.2% | -0.6% |
| YTD | +15.4% | +59.0% | -43.6% | +10.6% |
| 1Y | +1.3% | +41.2% | -39.9% | -2.3% |
| All | +54.5% | +177.6% | -123.1% | +36.6% |
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 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