+6.0%
DT vs HALO
+177.6%
-171.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | +3.5% | +4.3% | -0.7% | +3.2% |
| 3M | +26.7% | +51.8% | -25.1% | +22.2% |
| 6M | +36.1% | +57.8% | -21.7% | +30.7% |
| YTD | +18.6% | +59.0% | -40.3% | +13.4% |
| 1Y | +7.9% | +41.2% | -33.3% | +4.5% |
| All | +6.0% | +177.6% | -171.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling