+1,742.9%
DRI vs HALO
+2,492.7%
-749.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.6% | +4.6% | -4.0% | 0.0% |
| 30D | +3.8% | +31.8% | -28.0% | -0.2% |
| 3M | +13.0% | +53.9% | -40.9% | +6.3% |
| 6M | +8.3% | +57.4% | -49.1% | +1.4% |
| YTD | +20.6% | +63.7% | -43.1% | +12.2% |
| 1Y | +6.5% | +50.1% | -43.7% | 0.0% |
| 3Y | +53.7% | +157.3% | -103.6% | +30.9% |
| 5Y | +72.7% | +161.0% | -88.3% | +44.7% |
| 10Y | +363.2% | +1,018.7% | -655.5% | +211.2% |
| All | +1,742.9% | +2,492.7% | -749.8% | +818.1% |
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 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