+114.1%
DT vs HALO
+531.0%
-416.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | +3.0% | +5.3% | -2.3% | +1.5% |
| 3M | +26.5% | +51.6% | -25.1% | +11.5% |
| 6M | +35.9% | +61.3% | -25.3% | +16.9% |
| YTD | +17.8% | +59.3% | -41.5% | +0.9% |
| 1Y | +4.1% | +38.3% | -34.2% | -7.2% |
| 3Y | +5.3% | +185.9% | -180.6% | -32.8% |
| 5Y | -27.2% | +159.9% | -187.1% | -53.8% |
| All | +114.1% | +531.0% | -416.8% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling