+64.6%
DRI vs HALO
+157.2%
-92.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -4.4% |
| 30D | -5.2% | +4.3% | -9.5% | -5.8% |
| 3M | +2.7% | +51.8% | -49.0% | -3.4% |
| 6M | +3.6% | +57.8% | -54.2% | -3.3% |
| YTD | +15.4% | +59.0% | -43.6% | +7.4% |
| 1Y | +1.3% | +41.2% | -39.9% | -4.3% |
| 3Y | +53.1% | +177.8% | -124.7% | +24.2% |
| 5Y | +64.6% | +159.5% | -94.9% | +31.1% |
| All | +64.6% | +157.2% | -92.7% | +31.1% |
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