+1,859.5%
DRI vs HALO
+2,259.3%
-399.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +1.1% | -3.2% | +4.3% | +1.5% |
| 30D | +9.7% | -14.2% | +23.9% | +11.7% |
| 3M | +3.2% | -0.4% | +3.6% | +2.9% |
| 6M | +20.6% | +43.2% | -22.6% | +14.1% |
| YTD | +28.3% | +49.0% | -20.7% | +20.5% |
| 1Y | +34.5% | +40.8% | -6.3% | +27.3% |
| 3Y | +66.5% | +167.4% | -100.9% | +41.0% |
| 5Y | +79.6% | +157.4% | -77.7% | +50.6% |
| 10Y | +333.8% | +697.1% | -363.3% | +204.4% |
| All | +1,859.5% | +2,259.3% | -399.8% | +886.0% |
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