-5.7%
DT vs HALO
+92.7%
-98.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.4% |
| 7D | -25.5% | +0.2% | -25.8% | -25.5% |
| 30D | -22.3% | +20.3% | -42.6% | -20.9% |
| 3M | +2.3% | +56.6% | -54.3% | +6.9% |
| 6M | +20.7% | +101.9% | -81.1% | +30.7% |
| YTD | +7.9% | +93.7% | -85.7% | +16.5% |
| 1Y | -5.7% | +91.5% | -97.3% | +2.1% |
| All | -5.7% | +92.7% | -98.4% | +2.1% |
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 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