+4.3%
DT vs HALO
+47.3%
-43.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.7% |
| 7D | -3.3% | +4.6% | -7.9% | -3.0% |
| 30D | +2.0% | +31.8% | -29.8% | +4.3% |
| 3M | +20.0% | +53.9% | -33.9% | +24.6% |
| 6M | +39.3% | +57.4% | -18.1% | +45.7% |
| YTD | +19.8% | +63.7% | -44.0% | +25.4% |
| 1Y | +4.3% | +50.1% | -45.8% | +8.4% |
| All | +4.3% | +47.3% | -43.0% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling